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Springer Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search

Name: Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search
Brand: Springer
Price: 64.17 GBP
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Description

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. 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.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3319741918
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Corporate
Domain: Amazon UK
Release Date: 27 March 2018
Listed Since: 14 December 2017

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Springer Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search

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