New Methods for the Arbitrage Pricing Theory and the Present Value Model - Couverture rigide

Mei, Jianping

 
9789810218393: New Methods for the Arbitrage Pricing Theory and the Present Value Model
Couverture rigide
ISBN 10 : 9810218397 ISBN 13 : 9789810218393
Editeur : World Scientific Publishing Co Pte Ltd, 1994

Synopsis

This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market.

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

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
1994
Langue
anglais
ISBN 10 
9810218397
ISBN 13 
9789810218393
Reliure
Relié
Nombre de pages
124
Coordonnées du fabricant
non disponible
Personne responsable
non disponible