Empirical Asset Pricing Models [electronic resource] Data, Empirical Verification, and Model Search / by 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. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2018.
|
| Edition: | 1st ed. 2018. |
| Subjects: | |
| Online Access: | |
| Variant Title: |
Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search |
| Format: | Electronic eBook |
System Under Maintenance
Our Library Management System is currently under maintenance.
Holdings and item availability information is currently unavailable. Please accept our apologies for any inconvenience this may cause and contact us for further assistance:
Please contact Reference and Discovery Services via their Contact Form or call them directly at: 517-353-8700 for assistance.