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Empirical Asset Pricing Models
- Data, Empirical Verification, and Model Search
Engelsk
Bogcover for Empirical Asset Pricing Models af Jau-Lian Jeng, 9783030089320
Specifikationer
Sprog:
Engelsk
Sider:
268
ISBN-13:
9783030089320
Indbinding:
Paperback
ISBN-10:
3030089320
Kategori:
Udg. Dato:
5 jan 2019
Størrelse i cm:
21,0 x 14,8
Oplagsdato:
5 jan 2019
Forfatter(e):

Empirical Asset Pricing Models

- Data, Empirical Verification, and Model Search
Engelsk
Paperback 2019
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
268
ISBN-13:
9783030089320
Indbinding:
Paperback
ISBN-10:
3030089320
Kategori:
Udg. Dato:
5 jan 2019
Størrelse i cm:
21,0 x 14,8
Oplagsdato:
5 jan 2019
Forfatter(e):
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