LIBROS DEL AUTOR: jianhua z huang

1 resultados para LIBROS DEL AUTOR: jianhua z huang

jianhua z huang Eliminar filtro Quitar filtros
  • A New Model of Capital Asset Prices
    James W. Kolari / Jianhua Z. Huang / Wei Liu
    This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by 1990 Nobel Laureate William Sharpe and others. It is widely accepted that the CAP...
    Disponible

    70,50 €