A new model of capital asset prices : theory and evidence /: theory and evidence. (2021)

• Record Type: Book
• Further Information: Note: James W. Kolari, Wei Liu, Jianhua Z. Huang.
• Authors: Kolari, James W; Liu, Wei; Huang, Jianhua Z
• Contents: Part I. Introduction.- Chapter 1. Asset Pricing Evolution.- Part II. Theoretical ZCAPM.- Chapter 2. Capital Asset Pricing Models.- Chapter 3. Theoretical Form of the ZCAPM.- Part III. Empirical ZCAPM.- Chapter 4. Empirical Form of the ZCAPM.- Part IV. Empirical Evidence.- Chapter 5. Stock Return Data and Empirical Methods.- Chapter 6. Empirical Tests of the ZCAPM.- Chapter 7. Cross-Sectional Tests of the ZCAPM.- Part V. Applications of the ZCAPM.- Chapter 8. The Momentum Mytery: An Application of the ZCAPM.- Chapter 9. Efficient Investment Portfolios: An Application of the ZCAPM.- Part VI. Conclusion.- Chapter 10. Synopsis of Asset Pricing and the ZCAPM.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2021
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.632042; Capital assets pricing model
• Languages: English
• ISBNs: 9783030651978
• Related ISBNs: 9783030651961
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.