Handbook of Asset Pricing

Contents
1.Static and dynamic portfolio theory and asset pricing J. Heaton, D. Lucas). 2. Consumption-based asset pricing with standard and nonstandard preferences (S. Zin). 3. Factor and characteristic-based models (G. Connor, R. Korajczyk). 4. Liquidity and asset pricing (M. Brennan). 5. Portfolio performance evaluation (W. Ferson). 6. Global market integration (G. Bekaert, C. R. Harvey). 7. Tax effects in portfolio management and security market pricing (C. S. Spatt, R. M. Dammon). 8. Behavioral models of portfolio choice and asset pricing (K. Daniel).