Login

Jeng, Jau-Lian

Empirical Asset Pricing Models

Jeng, Jau-Lian - Empirical Asset Pricing Models, ebook

153,75€

Ebook, PDF with Adobe DRM
ISBN: 9783319741925
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

Part I. Asset Pricing Models: Discussions and Statistical Inferences

1. Asset Pricing Models: Specification, Data and Theoretical Foundation
Jau-Lian Jeng

2. Statistical Inferences with Specification Tests
Jau-Lian Jeng

3. Statistical Inferences with Model Selection Criteria
Jau-Lian Jeng

Part II. The Alternative Methodology

4. Finding Essential Variables in Empirical Asset Pricing Models
Jau-Lian Jeng

5. Hypothesis Testing with Model Search
Jau-Lian Jeng

Keywords: Finance, Risk Management, Capital Markets, Investment Appraisal

Author(s)
Publisher
Springer
Publication year
2018
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783319741925
Printed ISBN
978-3-319-74191-8

Similar titles