Tous les livres numériques de Jianhua Z. Huang en PDF et EPUB

2 Livre(s)
Télécharger le livre : Asset Pricing Models and Market Efficiency
Asset Pricing Models and Market Efficiency
Jianhua Z. Huang , James W. Kolari , Huiling Liao , Wei Liu
This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on...

Editeur : Palgrave Macmillan
Parution : 2026-01-13
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137,14 €
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Télécharger le livre : A New Model of Capital Asset Prices
A New Model of Capital Asset Prices
Jianhua Z. Huang , James W. Kolari , Wei Liu
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...

Editeur : Palgrave Macmillan
Parution : 2021-03-01
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58,01 €
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