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Empirical Asset Pricing Models - Data, Empirical Verification, and Model Search (Hardcover, 1st ed. 2018) Loot Price: R3,940
Discovery Miles 39 400
Repayment Terms: R369 pm x 12*
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Empirical Asset Pricing Models - Data, Empirical Verification, and Model Search (Hardcover, 1st ed. 2018): Jau-Lian Jeng

Empirical Asset Pricing Models - Data, Empirical Verification, and Model Search (Hardcover, 1st ed. 2018)

Jau-Lian Jeng

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Loot Price R3,940 Discovery Miles 39 400 | Repayment Terms: R369 pm x 12*

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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. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. 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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Release date: March 2018
First published: 2018
Authors: Jau-Lian Jeng
Dimensions: 210 x 148mm (L x W)
Format: Hardcover
Pages: 268
Edition: 1st ed. 2018
ISBN-13: 978-3-319-74191-8
Categories: Books > Business & Economics > Business & management > Management & management techniques > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
LSN: 3-319-74191-8
Barcode: 9783319741918

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