Empirical Asset Pricing Models Data, Empirical Verification, and Model Search /

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...

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Bibliographic Details

Main Author:	Jeng, Jau-Lian (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Subjects:	Risk management. Capital market. Capital investments.
ISBN:	9783319741925
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