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A New Model of Capital Asset Prices: Theory and Evidence James W. Kolari 1st ed. 2021 edition
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A New Model of Capital Asset Prices: Theory and Evidence
James W. Kolari
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns.
308 pages, 33 Illustrations, color; 19 Illustrations, black and white; XXXIII, 308 p. 52 illus., 33
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | March 2, 2021 |
| ISBN13 | 9783030651961 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 308 |
| Dimensions | 150 × 220 × 20 mm · 562 g |
| Language | German |
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