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Jeng, Jau-Lian

Libros de: Jeng, Jau-Lian

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  • Empirical Asset Pricing Models "Data, Empirical Verification, and Model Search"

    Empirical Asset Pricing Models "Data, Empirical Verification, and Model Search"

    Jeng, Jau-Lian

    Palgrave (2018)

    valoración

    • EAN: 9783319741918
    • Páginas: 268
    • Fecha de edición: 2018

    pvp.122,95 €

    Disponible entre 11 y 20 dias

    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 ...