東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Empirical asset pricing models = dat...

Jeng, Jau-Lian.

Linked to FindBook

Google Book

Amazon

博客來

Empirical asset pricing models = data, empirical verification, and model search /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Empirical asset pricing models/ by Jau-Lian Jeng.
Reminder of title:	data, empirical verification, and model search /
Author:	Jeng, Jau-Lian.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xvi, 268 p. :ill., digital ;24 cm.
[NT 15003449]:	Part I Asset Pricing Models: Discussions and Statistical Inferences -- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation -- 2. Statistical Inferences with Specification Tests -- 3. Statistical Inferences with Model Selection Criteria -- Part II The Alternative Methodology. - 4. Finding Essential Variables in Empirical Asset Pricing Models -- 5. Hypothesis Testing with Model Search.
Contained By:	Springer eBooks
Subject:	Capital assets pricing model. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-74192-5
ISBN:	9783319741925

Empirical asset pricing models = data, empirical verification, and model search /
Jeng, Jau-Lian.

Empirical asset pricing modelsdata, empirical verification, and model search /[electronic resource] :by Jau-Lian Jeng. - Cham :Springer International Publishing :2018. - xvi, 268 p. :ill., digital ;24 cm.

Part I Asset Pricing Models: Discussions and Statistical Inferences -- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation -- 2. Statistical Inferences with Specification Tests -- 3. Statistical Inferences with Model Selection Criteria -- Part II The Alternative Methodology. - 4. Finding Essential Variables in Empirical Asset Pricing Models -- 5. Hypothesis Testing with Model Search.

This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.

ISBN: 9783319741925

Standard No.: 10.1007/978-3-319-74192-5doiSubjects--Topical Terms:

646740
Capital assets pricing model.

LC Class. No.: HG4636 / .J46 2018

Dewey Class. No.: 332.63222

Empirical asset pricing models = data, empirical verification, and model search /
LDR:02069nmm a2200289 a 4500 001 2136703
003 DE-He213
005 20180911103414.0
006 m d
007 cr nn 008maaau
008 181117s2018 gw s 0 eng d
020 $a 9783319741925 $q (electronic bk.)
020 $a 9783319741918 $q (paper)
024 7 $a 10.1007/978-3-319-74192-5 $2 doi
035 $a 978-3-319-74192-5
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4636 $b .J46 2018
082 0 4 $a 332.63222 $2 23
090 $a HG4636 $b .J51 2018
100 1 $a Jeng, Jau-Lian. $3 3308377
245 1 0 $a Empirical asset pricing models $h [electronic resource] : $b data, empirical verification, and model search / $c by Jau-Lian Jeng.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2018.
300 $a xvi, 268 p. : $b ill., digital ; $c 24 cm.
505 0 $a Part I Asset Pricing Models: Discussions and Statistical Inferences -- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation -- 2. Statistical Inferences with Specification Tests -- 3. Statistical Inferences with Model Selection Criteria -- Part II The Alternative Methodology. - 4. Finding Essential Variables in Empirical Asset Pricing Models -- 5. Hypothesis Testing with Model Search.
520 $a This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.
650 0 $a Capital assets pricing model. $3 646740
650 1 4 $a Finance. $3 542899
650 2 4 $a Risk Management. $3 608953
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Investment Appraisal. $3 2191345
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-74192-5
950 $a Economics and Finance (Springer-41170)