James W Kolari

(Author)

A New Model of Capital Asset Prices: Theory and Evidence (2021)Hardcover - 2021, 2 March 2021

A New Model of Capital Asset Prices: Theory and Evidence (2021)
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Print Length
308 pages
Language
English
Publisher
Palgrave MacMillan
Date Published
2 Mar 2021
ISBN-10
3030651967
ISBN-13
9783030651961

Description

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​

Product Details

Authors:
James W KolariWei LiuJianhua Z Huang
Book Edition:
2021
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
2 March 2021
Dimensions:
21.01 x 14.81 x 2.06 cm
ISBN-10:
3030651967
ISBN-13:
9783030651961
Language:
English
Location:
Cham
Pages:
308
Weight:
562.45 gm

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