Investment Valuation and Asset Pricing : Models and Methods / James W. Kolari , Seppo Pynnönen
Publication Date: 2023
ISBN: 978-3-031-16784-3
Internet Resource: Please Login to download book
Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically throughout the text. Each chapter stays close to the original works of these major authors, including quotations, examples, graphical exhibits, and empirical results. Additionally, it includes statistical concepts and methods as applied to finance. These statistical materials are crucial to learning asset pricing, which often applies statistical tests to evaluate different asset pricing models.
Subject: Business, Accounting, Economics and Finance, Capital Markets, Investment Appraisal, Corporate Finance, Risk Management, Asset pricing, Market risk and return, Risk factors in asset pricing, Capital Asset Pricing Model, Quantitative methods in finance, arbitrage pricing theory, Valuation, Multifactor models, Machine learning models
