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Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search 1st ed. 2018 edition
Jau-Lian Jeng
Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search
Jau-Lian Jeng
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.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 27 de março de 2018 |
| ISBN13 | 9783319741918 |
| Editoras | Springer International Publishing AG |
| Páginas | 268 |
| Dimensões | 150 × 220 × 20 mm · 489 g |
| Idioma | Alemão |
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