Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search - Jau-Lian Jeng - Books - Springer International Publishing AG - 9783319741918 - March 27, 2018
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Jau-Lian Jeng

Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search 1st ed. 2018 edition

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This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.

268 pages, 1 Illustrations, black and white; XVI, 268 p. 1 illus.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 27, 2018
ISBN13 9783319741918
Publishers Springer International Publishing AG
Pages 268
Dimensions 150 × 220 × 20 mm   ·   489 g
Language German  
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