Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search (Bog, Paperback / softback, Engelsk)
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Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search

(Bog, Paperback / softback, Engelsk)
Forfatter: Jau-Lian Jeng
Forlag: Springer Nature Switzerland AG

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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 Nature Switzerland AG
Forfatter Jau-Lian Jeng
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover reprint of the original 1st ed. 2018
Udgivelsesdato 05-01-2019
Første udgivelsesår 2019
Illustrationer 1 Illustrations, black and white; XVI, 268 p. 1 illus.
Originalsprog Switzerland
Sideantal 268
Indbinding Paperback / softback
Forlag Springer Nature Switzerland AG
Sideoplysninger 268 pages, 1 Illustrations, black and white; XVI, 268 p. 1 illus.
Mål 210 x 148
ISBN-13 / EAN-13 9783030089320