Forventes på lager: 27-03-2018
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.
| 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 |