Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search

(Bog, Hardback, Engelsk)
Forfatter: Jau-Lian Jeng



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Beskrivelse

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.

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Alle detaljer

Forlag Springer International Publishing AG
Forfatter Jau-Lian Jeng
Type Bog
Format Hardback
Sprog Engelsk
Udgave 1st ed. 2018
Udgivelsesdato 27-03-2018
Første udgivelsesår 2018
Illustrationer 1 Illustrations, black and white
Originalsprog Switzerland
Sideantal 268
Indbinding Hardback
Forlag Springer International Publishing AG
Sideoplysninger 268 pages, 1 Illustrations, black and white
Mål 210 x 148
ISBN-13 / EAN-13 9783319741918