Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search - Jau-Lian Jeng - Books - Springer Nature Switzerland AG - 9783030089320 - January 5, 2019
In case cover and title do not match, the title is correct

Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search Softcover reprint of the original 1st ed. 2018 edition

Price
$ 100.49
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jun 9 - 15
Add to your iMusic wish list

Also available as:

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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released January 5, 2019
ISBN13 9783030089320
Publishers Springer Nature Switzerland AG
Pages 268
Dimensions 150 × 220 × 10 mm   ·   344 g
Language German  

More by Jau-Lian Jeng

Show all

Mere med samme udgiver