The Return Generating Models in Global Finance

Arun J. Prakash

ISBN 10: 0080430589 / ISBN 13: 9780080430584

Published by Emerald Publishing Limited, GB, 1999

About this Item

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.

Seller Inventory # LU-9780080430584

Bibliographic Details

• Title: The Return Generating Models in Global Finance
• Publisher: Emerald Publishing Limited, GB
• Publication Date: 1999
• Language: English
• ISBN 10: 0080430589
• ISBN 13: 9780080430584
• Binding: Hardback
• Condition: New
• Weight: 504 grams

About this title

Synopsis

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.