The Return Generating Models in Global Finance (Series in International Business and Economics) - Hardcover
The market model, introduced over thirty years ago, is one of the most studied and utilized return generating models in finance. Over three decades, it has withstood rigorous testing and, with refinements over the years, remains the standard of reference today, being applied to almost all existing global investment opportunities. The resulting literature is prolific, and the aim of this book is to consolidate the most important literature on the market model, focusing especially on recent research involving issues related to the model. The market model is analysed in detail and its characteristics discussed, criticisms presented and possible shortcomings tested. The book also presents a guide to the various applications of the model, as well as a discussion of other types of model, their forecasting power and their relationship with the market model.
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- PublisherEmerald Publishing Limited
- Publication date1999
- ISBN 10 0080430589
- ISBN 13 9780080430584
- BindingHardcover
- Edition number1
- Number of pages232
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The Return Generating Models in Global Finance Series in International Business and Economics
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Emerald Group Publishing Limited
(1999)
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ISBN 13: 9780080430584
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The Return Generating Models in Global Finance
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The Return Generating Models in Global Finance (Series in International Business and Economics) (Series in International Business and Economics) by Prakash, A. J., Bear, R. M., Dandapani, K. [Hardcover ]
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The Return Generating Models in Global Finance Series in International Business and Economics
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Emerald Group Publishing Limited
(1999)
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ISBN 13: 9780080430584
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The Return Generating Models in Global Finance
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(1999)
ISBN 10: 0080430589
ISBN 13: 9780080430584
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The Return Generating Models in Global Finance (Series in International Business and Economics)
Published by
Emerald Publishing Limited
(1999)
ISBN 10: 0080430589
ISBN 13: 9780080430584
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Return Generating Models Sibeh
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ISBN 10: 0080430589
ISBN 13: 9780080430584
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Book Description Condition: New. The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model. Editor(s): Prakash, Arun J.; Bear, Robert M.; Dandapani, Krishnan. Series: Series in International Business & Economics. Num Pages: 232 pages, Illustrations. BIC Classification: KCA; KCJ; KCLF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 504. . 1999. Hardback. . . . . Seller Inventory # V9780080430584
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The Return Generating Models in Global Finance
Published by
Emerald Group Publishing Limited
(1999)
ISBN 10: 0080430589
ISBN 13: 9780080430584
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Hardcover
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisThe Authors. Introduction. The Market Model. Market Model Specification Problems. The Stationarity of Beta. The Investment Horizon and Other Stationarity Issues. The Arbitrage Pricing Theory. Other Return Generating Mod. Seller Inventory # 5888784
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The Return Generating Models in Global Finance
Published by
Pergamon Press
(1999)
ISBN 10: 0080430589
ISBN 13: 9780080430584
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Hardcover
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Book Description Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model. Seller Inventory # 9780080430584
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Return Generating Models Sibeh
Published by
Emerald Group Publishing Limited
(1999)
ISBN 10: 0080430589
ISBN 13: 9780080430584
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Hardcover
Quantity: 15
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Book Description Condition: New. The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model. Editor(s): Prakash, Arun J.; Bear, Robert M.; Dandapani, Krishnan. Series: Series in International Business & Economics. Num Pages: 232 pages, Illustrations. BIC Classification: KCA; KCJ; KCLF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 504. . 1999. Hardback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780080430584
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