Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search - Jau-Lian Jeng - Bøker - Springer Nature Switzerland AG - 9783030089320 - 5. januar 2019
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Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search Softcover reprint of the original 1st ed. 2018 edition

Jau-Lian Jeng

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Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search Softcover reprint of the original 1st ed. 2018 edition

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.


268 pages, 1 Illustrations, black and white; XVI, 268 p. 1 illus.

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 5. januar 2019
ISBN13 9783030089320
Utgivere Springer Nature Switzerland AG
Antall sider 268
Mål 344 g
Språk Tysk  

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