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Books > Science & Mathematics > Mathematics > Probability & statistics

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Security Market Imperfections in Worldwide Equity Markets (Hardcover) Loot Price: R4,080

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Security Market Imperfections in Worldwide Equity Markets (Hardcover): Donald B. Keim, William T. Ziemba

Security Market Imperfections in Worldwide Equity Markets (Hardcover)

Donald B. Keim, William T. Ziemba

Series: Publications of the Newton Institute

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Was ~~R4,821~~ Loot Price R4,080 Discovery Miles 40 800 | Repayment Terms: R382 pm x 12* You Save R741 (15%)

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The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current account of work in this area, including both cross-sectional and time series analyses, as well as measurement of risk and prediction models that have been used by institutional investors. The case studies cover many worldwide markets including the United States, Japan, Asia, and Europe. Invaluable for courses in financial engineering, investment and portfolio management, the volume is also a superb reference for investment professionals seeking an up-to-date source on return predictability.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Publications of the Newton Institute
Release date:	March 2000
First published:	2000
Editors:	Donald B. Keim • William T. Ziemba
Dimensions:	236 x 160 x 39mm (L x W x T)
Format:	Hardcover
Pages:	560
ISBN-13:	978-0-521-57138-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Stocks & shares Books > Money & Finance > Investment & securities > Stocks & shares Promotions
LSN:	0-521-57138-3
Barcode:	9780521571388