A New Model of Capital Asset Prices: Theory and Evidence

by Jianhua Z Huang, Wei Liu, James W Kolari, et al.

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​

• Format: Hardcover
• Language: English
• ISBN: 3030651967
• ISBN13: 9783030651961
• Release Date: March 2021
• Publisher: Palgrave MacMillan
• Length: 308 Pages
• Weight: 1.24 lbs.
• Dimensions: 0.8" x 5.8" x 8.3"