Link to the ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/28...

eISBN : 9783030651978

Contents :
1.Introduction
Asset Pricing Evolution

2.Theoretical ZCAPM
Capital Asset Pricing Models
Theoretical Form of the ZCAPM

3.Empirical ZCAPM
Empirical Form of the ZCAPM

4.Empirical Evidence
Stock Return Data and Empirical Methods
Empirical Tests of the ZCAPM
Cross-Sectional Tests of the ZCAPM

5.Applications of the ZCAPM
The Momentum Mytery: An Application of the ZCAPM
Efficient Investment Portfolios: An Application of the ZCAPM

6.Conclusion

Synopsis of Asset Pricing and the ZCAPM

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque