Overview
- 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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Table of contents (5 chapters)
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Asset Pricing Models: Discussions and Statistical Inferences
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The Alternative Methodology
Keywords
About this book
Authors and Affiliations
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Bibliographic Information
Book Title: Empirical Asset Pricing Models
Book Subtitle: Data, Empirical Verification, and Model Search
Authors: Jau-Lian Jeng
DOI: https://doi.org/10.1007/978-3-319-74192-5
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2018
Hardcover ISBN: 978-3-319-74191-8Published: 27 March 2018
Softcover ISBN: 978-3-030-08932-0Published: 05 January 2019
eBook ISBN: 978-3-319-74192-5Published: 19 March 2018
Edition Number: 1
Number of Pages: XVI, 268
Number of Illustrations: 1 b/w illustrations
Topics: Risk Management, Capital Markets, Investment Appraisal