This handbook, applicable for professionals, researchers, and academicians alike, and written by experts in the area (including a renowned Nobel Prize Laureate) represents the most up-to-date compilation of asset pricing techniques available. It explores equity, bond, and derivatives markets in an easy-to-use and readable style. The book provides important implications for optimal asset allocation, financial risk management, and derivative pricing. The emphasis is on empirical research and application. All of the chapters present applications of econometrics and statistical methods in important topics of asset pricing.