Name: The capital asset pricing model in the 21st century: Analytical, Empirical, and Behavioral Perspectives
ISBN: 9780521186513

Book information

Authors: Haim Levy verified identity
First published: 2012
Editions known: 3
Publishers: Cambridge University Press
Languages: eng
ISBN-13: 9780521186513, 9781107006713, 9781139017459
Main topics: Asset Pricing, Portfolio Optimization
Related site topics: Factor Investing & Asset Pricing, Portfolio Optimization

Overview

The capital asset pricing model in the 21st century is a book by Haim Levy, first published in 2012. In this catalogue it is classified mainly under Asset Pricing and Portfolio Optimization.

Audience and depth. The rule-based model places its mathematical difficulty at intermediate level (6/10); readers are typically expected to know calculus, linear algebra, optimization, probability theory and statistics.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 95% and difficulty confidence is 66%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	66/100 confidence 95% Score 65.9/100. Strongest: quant_relevance 0.96, technical_depth 0.51; weakest: practical_applicability 0.00. Evidence: title:'asset pricing', openalex_topics:'portfolio optimization'.
Mathematical difficulty	Intermediate (6/10) confidence 66%
Prerequisites	calculus, linear algebra, optimization, probability theory, statistics
Metadata quality	92%

Difficulty evidence (4 signals)

optimization matched in openalex_topics: “optimization”
portfolio_theory matched in ol_description: “capm”
portfolio_theory matched in subjects: “capital asset pricing”
portfolio_theory matched in title: “capital asset pricing”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Navigating Uncertainty in ESG Investing Topic similarity inferred similarity 0.56
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning Related research area inferred similarity 0.56
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing Topic similarity inferred similarity 0.56
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients Related research area inferred similarity 0.55
An exploration of the mathematical structure and behavioural biases of 21st century financial crises Topic similarity inferred similarity 0.48
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach Topic similarity inferred similarity 0.41

Methods covered

Optimization Methods inferred

Similar books

Portfolio selection and asset pricing inferred similarity 0.76
Risk finance and asset pricing inferred similarity 0.61
Optimal Models and Methods with Fuzzy Quantities inferred similarity 0.58
Continuous-Time Asset Pricing Theory inferred similarity 0.56
Efficient Asset Management inferred similarity 0.56

Author profiles

Haim Levy verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9781139017459) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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