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Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search Jau-Lian Jeng 1st ed. 2018 edition
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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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 27 de marzo de 2018 |
| ISBN13 | 9783319741918 |
| Editores | Springer International Publishing AG |
| Páginas | 268 |
| Dimensiones | 150 × 220 × 20 mm · 489 g |
| Lengua | Alemán |
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