Lien ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/37...

eISBN : 9783031481697

Sommaire :
1.Introduction
Portfolio Theory and Practice

2.Previous Asset Pricing Models
General Equilibrium Asset Pricing Models
Multifactor Asset Pricing Models

3.The ZCAPM
A New Asset Pricing Model: The ZCAPM
The Empirical ZCAPM

4.Portfolio Performance
Portfolio Performance Measures

5.Building Stock Portfolios with the ZCAPM
Building the Global Minimum Variance Portfolio G
Net Long Portfolio Performance Analyses
Net Long Portfolio Risk Analyses
Long Only Efficient Portfolios
The Beta-Zeta Risk Architecture of the Mean-Variance Parabola
Mutual Fund Portfolios

6.Conclusion
The Future of Investment Practice, Artificial Intelligence, and Machine Learning

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque