Télécharger le livre :  Asset Pricing Models and Market Efficiency
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This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on...

Editeur : Palgrave Macmillan
Parution : 2026-01-13

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