Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown
to dominate other popular models in extensive empirical tests using U.S.
stock returns over 50 years of analyses
Represents an empirical version of the now famous Capital Asset Pricing
Model (CAPM) by 1990 Nobel Laureate William Sharpe
Provides access to computer programs (both Matlab and R coding) for the
ZCAPM model with instructions