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A New Model of Capital Asset Prices: Theory and Evidence
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A New Model of Capital Asset Prices: Theory and... 3030651967 Book Cover

A New Model of Capital Asset Prices: Theory and...

by , , , et al.
Edition Description

This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset...

Edition Details
Format:Hardcover
Language:English
ISBN:3030651967
Format: Hardcover
Condition:
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59.99
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A New Model of Capital Asset Prices : Theory an... Book Cover

A New Model of Capital Asset Prices : Theory an...

by , , , et al.
Edition Details
Format:Hardcover
Language:English
ISBN:
Format: Hardcover
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