Testing Capital Asset Pricing Models with Unconditional and Conditional Alphas and Betas

Testing Capital Asset Pricing Models with Unconditional and Conditional Alphas and Betas
Author: Irene Shuen Wei Se
Publisher:
Total Pages: 86
Release: 2000
Genre: Capital assets pricing model
ISBN:


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Testing Capital Asset Pricing Models with Unconditional and Conditional Alphas and Betas
Language: en
Pages: 86
Authors: Irene Shuen Wei Se
Categories: Capital assets pricing model
Type: BOOK - Published: 2000 - Publisher:

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Testing Asset Pricing Models with Unconditional and Conditional Alphas and Betas
Language: en
Pages: 62
Authors: Niels Veldhuis
Categories: Capital assets pricing model
Type: BOOK - Published: 2000 - Publisher:

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Conditional Capital Assets Pricing Model Does Not Explain Asset-pricing Anomalies
Language: en
Pages: 78
Authors: Jonathan Lewellen
Categories: Capital assets pricing model
Type: BOOK - Published: 2003 - Publisher:

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Recent studies suggest that the conditional CAPM might hold, period-by-period, and that time-varying betas can explain the failures of the simple, unconditional
A New Model of Capital Asset Prices
Language: en
Pages: 326
Authors: James W. Kolari
Categories: Business & Economics
Type: BOOK - Published: 2021-03-01 - Publisher: Springer Nature

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This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM
Testing of the Unconditional and Conditional CAPM and Three-factor Asset Pricing Model
Language: en
Pages: 98
Authors: Stephanie Yuen Heng Poon
Categories: Capital assets pricing model
Type: BOOK - Published: 2000 - Publisher:

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