The Return Generating Models in Global Finance - Couverture rigide

 
9780080430584: The Return Generating Models in Global Finance
Couverture rigide
ISBN 10 : 0080430589 ISBN 13 : 9780080430584
Editeur : Pergamon Press, 1999

Synopsis

The market model, introduced over thirty years ago, is one of the most studied and utilized return generating models in finance. Over three decades, it has withstood rigorous testing and, with refinements over the years, remains the standard of reference today, being applied to almost all existing global investment opportunities. The resulting literature is prolific, and the aim of this book is to consolidate the most important literature on the market model, focusing especially on recent research involving issues related to the model. The market model is analysed in detail and its characteristics discussed, criticisms presented and possible shortcomings tested. The book also presents a guide to the various applications of the model, as well as a discussion of other types of model, their forecasting power and their relationship with the market model.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Pergamon Press
Date d'édition
1999
Langue
anglais
ISBN 10 
0080430589
ISBN 13 
9780080430584
Reliure
Relié
Nombre de pages
232
Éditeur
Prakash Arun J., Bear Robert M., Dandapani Krishnan
Coordonnées du fabricant
non disponible
Personne responsable
non disponible