The Return Generating Models in Global Finance

The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model.

Sommario

The Authors. Introduction. The Market Model. Market Model Specification Problems. The Stationarity of Beta. The Investment Horizon and Other Stationarity Issues. The Arbitrage Pricing Theory. Other Return Generating Models and Portfolio Performance Measures. Global Return Generating Models. Concluding Comments. Author index. Subject index.

Riassunto

The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model.

Dettagli sul prodotto

• Autori: A. J. Prakash, R. M. Bear, K. Dandapani, A. J. Prakash
• Con la collaborazione di: Robert M. Bear (Editore), Krishnan Dandapani (Editore), Arun J. Prakash (Editore)
• Editore: Pergamon Press
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 18.02.1999
• EAN: 9780080430584
• ISBN: 978-0-08-043058-4
• Pagine: 232
• Dimensioni: 161 mm x 240 mm x 17 mm
• Peso: 517 g
• Serie: Series in International Busine
• Categoria: Scienze sociali, diritto, economia > Economia > Economia internazionale