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

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Обкладинка 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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Мова Англійська ● Формат PDF ● Сторінки 124 ● ISBN 9789814354042 ● Розмір файлу 40.2 MB ● Видавець World Scientific Publishing Company ● Місто Singapore ● Країна SG ● Опубліковано 1994 ● Завантажувані 24 місяців ● Валюта EUR ● Посвідчення особи 2682887 ● Захист від копіювання Adobe DRM

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