New Methods for the Arbitrage Pricing Theory and the Present Value Model by Mei, Jianping

New Methods for the Arbitrage Pricing Theory and the Present Value Model (Hardcover) (ISBN-13: 9789810218393)

Vendor: Jianping Mei
Product type: Books
Format: Hardcover
$65.00
$65.00
$65.00
Subtotal: $65.00
New Methods for the Arbitrage Pricing Theory and the Present Value Model by Mei, Jianping

New Methods for the Arbitrage Pricing Theory and the Present Value Model

$65.00
New Methods for the Arbitrage Pricing Theory and the Present Value Model by Mei, Jianping

New Methods for the Arbitrage Pricing Theory and the Present Value Model

$65.00
Format: Hardcover
Description
Description
x
This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market.

Author: Jianping Mei
ISBN-10: 9810218397
ISBN-13: 9789810218393
Publisher: World Scientific Publishing Company
Language: English
Published: 10/01/1994
Pages: 124
Format: Hardcover
Weight: 0.93lbs
Size: 8.77h x 6.19w x 0.61d

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