
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.
- Undertittel
- Theory and Evidence
- Forfatter
- James W. Kolari, Wei Liu, Jianhua Z. Huang
- Opplag
- 1st ed. 2021
- ISBN
- 9783030651961
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 2.3.2021
- Antall sider
- 308
