New methods for the arbitrage pricing theory and the present value model
Auteur :
Mei, Jianping
Éditeur :
Mei, Jianping
ISBN :
9789810218393
Date de publication :
10 janv. 1994
Dimensions :
22,0 x 15,7 x 1,5 cm
Poids :
422 g
Langue :
Anglais
Pays d'origine :
Singapour
Presents two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data. The new approaches are designed to study a large number of securities over time.