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

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

Hardcover

Business GeneralInvesting & Finance

ISBN10: 3319741918
ISBN13: 9783319741918
Publisher: Palgrave MacMillan
Published: Mar 27 2018
Pages: 268
Weight: 1.08
Height: 0.69 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