Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using U.S. stock returns over 50 years of analyses Represents an empirical version of the now famous Capital Asset Pricing Model (CAPM) by 1990 Nobel Laureate William Sharpe Provides access to computer programs (both Matlab and R coding) for the ZCAPM model with instructions
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Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using U.S. stock returns over 50 years of analyses Represents an empirical version of the now famous Capital Asset Pricing Model (CAPM) by 1990 Nobel Laureate William Sharpe Provides access to computer programs (both Matlab and R coding) for the ZCAPM model with instructions
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Add this copy of A New Model of Capital Asset Prices: Theory and to cart. $56.35, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2021 by Palgrave MacMillan.
Add this copy of A New Model of Capital Asset Prices: Theory and to cart. $127.17, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2021 by Palgrave Macmillan.
