Ebooks de Jianhua Z. Huang en PDF et EPUB

1 Livre(s)
Télécharger le livre : A New Model of Capital Asset Prices
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A New Model of Capital Asset Prices
Jianhua Z. Huang , James W. Kolari , Wei Liu
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the...

Editeur : Palgrave Macmillan
Parution : 2021-03-01

PDF, ePub

58,01 €