A New Model of Capital Asset Prices
eBook - ePub

A New Model of Capital Asset Prices

Theory and Evidence

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

A New Model of Capital Asset Prices

Theory and Evidence

About this book

Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using U.S. stock returns over 50 years of analyses

Represents an empirical version of the now famous Capital Asset Pricing Model (CAPM) by 1990 Nobel Laureate William Sharpe

Provides access to computer programs (both Matlab and R coding) for the ZCAPM model with instructions?

Information

Publisher
Palgrave Macmillan
Year
2021
Print ISBN
9783030651961
eBook ISBN
9783030651978
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Cover
  2. Front Matter
  3. Part I. Introduction
  4. Part II. Theoretical ZCAPM
  5. Part III. Empirical ZCAPM
  6. Part IV. Empirical Evidence
  7. Part V. Applications of the ZCAPM
  8. Part VI. Conclusion
  9. Back Matter

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Yes, you can access A New Model of Capital Asset Prices by James W. Kolari,Wei Liu,Jianhua Z. Huang in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over 1.5 million books available in our catalogue for you to explore.