New methods for the arbitrage pricing theory and the present value model:
This book consists of two essays on new approaches for the arbitrage pricing theory and the present value model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c1994
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | This book consists of two essays on new approaches for the arbitrage pricing theory and the present value model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market |
| Beschreibung: | x, 111 p. ill |
| ISBN: | 9789814354042 |
Internformat
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.645 |
| dewey-sort | 3332.645 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| isbn | 9789814354042 |
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| spelling | Mei, Jianping Verfasser aut New methods for the arbitrage pricing theory and the present value model Jianping Mei Singapore World Scientific Pub. Co. c1994 x, 111 p. ill txt rdacontent c rdamedia cr rdacarrier This book consists of two essays on new approaches for the arbitrage pricing theory and the present value model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time. They can be employed by security analysts to discover market anomalies without assuming observable factors or constant risk premium. The book shows how these two approaches can be used to determine how many systematic factors affect the U.S. stock market Speculation / Mathematical models Arbitrage / Mathematical models Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Arbitrage-Pricing-Theorie (DE-588)4112584-8 s 2\p DE-604 Kapitalmarkttheorie (DE-588)4137411-3 s 3\p DE-604 Erscheint auch als Druck-Ausgabe 9789810218393 Erscheint auch als Druck-Ausgabe 9810218397 http://www.worldscientific.com/worldscibooks/10.1142/2428#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mei, Jianping New methods for the arbitrage pricing theory and the present value model Speculation / Mathematical models Arbitrage / Mathematical models Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
| subject_GND | (DE-588)4112584-8 (DE-588)4137411-3 (DE-588)4143413-4 |
| title | New methods for the arbitrage pricing theory and the present value model |
| title_auth | New methods for the arbitrage pricing theory and the present value model |
| title_exact_search | New methods for the arbitrage pricing theory and the present value model |
| title_full | New methods for the arbitrage pricing theory and the present value model Jianping Mei |
| title_fullStr | New methods for the arbitrage pricing theory and the present value model Jianping Mei |
| title_full_unstemmed | New methods for the arbitrage pricing theory and the present value model Jianping Mei |
| title_short | New methods for the arbitrage pricing theory and the present value model |
| title_sort | new methods for the arbitrage pricing theory and the present value model |
| topic | Speculation / Mathematical models Arbitrage / Mathematical models Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd |
| topic_facet | Speculation / Mathematical models Arbitrage / Mathematical models Arbitrage-Pricing-Theorie Kapitalmarkttheorie Aufsatzsammlung |
| url | http://www.worldscientific.com/worldscibooks/10.1142/2428#t=toc |
| work_keys_str_mv | AT meijianping newmethodsforthearbitragepricingtheoryandthepresentvaluemodel |