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Více informací o knize New Methods For The Arbitrage Pricing Theory And The Present Value Model

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Anotace knihy

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 US stock market.

Parametry knihy

• Plný název: New Methods For The Arbitrage Pricing Theory And The Present Value Model
• Autor: Jianping Mei
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 124
• EAN: 9789810218393
• ISBN: 9810218397
• ID: 05064812
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 422 g
• Rozměry: 223 × 157 × 15 mm
• Datum vydání: 10. January 1994

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