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A New Model of Capital Asset Prices
- Theory and Evidence
- Binding:
- Hardback
- Pages:
- 308
- Published:
- March 1, 2021
- Edition:
- 12021
- Dimensions:
- 148x210x0 mm.
- Weight:
- 575 g.
Delivery:
2-3 weeks
Expected delivery: December 14, 2024
Description of A New Model of Capital Asset Prices
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns.
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