
A New Model of Capital Asset Prices
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns.
- Alaotsikko
- Theory and Evidence
- Kirjailija
- James W. Kolari, Wei Liu, Jianhua Z. Huang
- Painos
- 1st ed. 2021
- ISBN
- 9783030651961
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 2.3.2021
- Kustantaja
- Springer Nature Switzerland AG
- Sivumäärä
- 308