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Jianping Mei
NEW METHODS FOR ARBITRAGE PRICING… [PDF ebook]

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Cover of Jianping Mei: NEW METHODS FOR ARBITRAGE PRICING... (PDF)

This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market.

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Language English ● Format PDF ● Pages 124 ● ISBN 9789814354042 ● File size 40.2 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 1994 ● Downloadable 24 months ● Currency EUR ● ID 2682887 ● Copy protection Adobe DRM

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