Empirical Asset Pricing Models

Auteur: Jeng, Jau-Lian
Editeur: Springer Nature Switzerland AG
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.
Sur commande
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 / EAN 9783030089320
Auteur Jeng, Jau-Lian
Editeur Springer Nature Switzerland AG