
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.
- Undertitel
- Theory and Evidence
- Författare
- James W. Kolari, Wei Liu, Jianhua Z. Huang
- Upplaga
- 1st ed. 2021
- ISBN
- 9783030651961
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2021-03-02
- Sidor
- 308