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

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

Paperback

Business GeneralInvesting & Finance

ISBN10: 3030089320
ISBN13: 9783030089320
Publisher: Palgrave MacMillan
Published: Jan 5 2019
Pages: 268
Weight: 0.76
Height: 0.60 Width: 5.83 Depth: 8.27
Language: English
Positions forecastability as one of several statistical criteria for verifying model specification
Discusses cross-sectional properties of asset pricing models
Details model selection criteria and sequential model search methods

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Business General