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

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Omslag till 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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Språk Engelska ● Formatera PDF ● Sidor 124 ● ISBN 9789814354042 ● Filstorlek 40.2 MB ● Utgivare World Scientific Publishing Company ● Stad Singapore ● Land SG ● Publicerad 1994 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2682887 ● Kopieringsskydd Adobe DRM

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