Empirical Asset Pricing Models
Jau-Lian Jeng
Springer Nature Switzerland AG, 2019
110,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783030089320
- ISBN-10
- 3030089320
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-01-05
- Pages
- 268
- Dimensions
- 210x148x