Research Catalog

A new model of capital asset prices : theory and evidence

Title
A new model of capital asset prices : theory and evidence / James W. Kolari, Wei Liu, Jianhua Z. Huang.
Author
Kolari, James W.
Publication
Cham, Switzerland : Palgrave Macmillan, [2021]

Available Online

Available from home with a valid library card

Details

Additional Authors
  • Liu, Wei
  • Huang, Jianhua Z.
  • EBSCOhost
Description
1 online resource.
Series Statement
Palgrave pivot
Uniform Title
Palgrave pivot.
Subject
Capital assets pricing model
Bibliography (note)
  • Includes bibliographical references and index.
Reproduction (note)
  • Electronic reproduction.
Source of Description (note)
  • Description based on online resource; title from digital title page (viewed on April 01, 2021).
Contents
Part I. Introduction -- Chapter 1. Asset Pricing Evolution -- Part II. Theoretical ZCAPM -- Chapter 2. Capital Asset Pricing Models -- Chapter 3. Theoretical Form of the ZCAPM -- Part III. Empirical ZCAPM -- Chapter 4. Empirical Form of the ZCAPM -- Part IV. Empirical Evidence -- Chapter 5. Stock Return Data and Empirical Methods -- Chapter 6. Empirical Tests of the ZCAPM -- Chapter 7. Cross-Sectional Tests of the ZCAPM -- Part V. Applications of the ZCAPM -- Chapter 8. The Momentum Mytery: An Application of the ZCAPM -- Chapter 9. Ecient Investment Portfolios: An Application of the ZCAPM -- Part VI. Conclusion -- Chapter 10. Synopsis of Asset Pricing and the ZCAPM.
ISBN
  • 9783030651978
  • 3030651975
  • 9783030651961 (canceled/invalid)
LCCN
10.1007/978-3-030-65197-8
OCLC
om856155050
Author
Kolari, James W., author.
Title
A new model of capital asset prices : theory and evidence / James W. Kolari, Wei Liu, Jianhua Z. Huang.
Publisher
Cham, Switzerland : Palgrave Macmillan, [2021]
Type of Content
text
Type of Medium
computer
Type of Carrier
online resource
Digital File Characteristics
text file PDF
Series
Palgrave pivot
Palgrave pivot.
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ipswich, MA Available via World Wide Web.
Note
Description based on online resource; title from digital title page (viewed on April 01, 2021).
Connect to:
Available from home with a valid library card
Added Author
Liu, Wei, author.
Huang, Jianhua Z., author.
EBSCOhost
Other Form:
Print version: 9783030651978
Print version: 3030651967 9783030651961
Other Standard Identifier
10.1007/978-3-030-65197-8 doi
View in Legacy Catalog