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000890103 020__ $$a9783319741925$$q(electronic book)
000890103 020__ $$a3319741926$$q(electronic book)
000890103 020__ $$z9783319741918
000890103 035__ $$aSP(OCoLC)on1029352566
000890103 035__ $$aSP(OCoLC)1029352566
000890103 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dN$T$$dFIE$$dOCLCF$$dYDX$$dINU$$dEBLCP$$dWYU$$dNOC$$dMERER$$dOCLCQ$$dUKAHL$$dOL$$$dGW5XE
000890103 049__ $$aISEA
000890103 050_4 $$aHG4636
000890103 08204 $$a332.63222$$223
000890103 1001_ $$aJeng, Jau-Lian,$$d1955-$$eauthor.
000890103 24510 $$aEmpirical Asset Pricing Models :$$bData, Empirical Verification, and Model Search /$$cJau-Lian Jeng.
000890103 264_1 $$aCham :$$bPalgrave Macmillan,$$c2018.
000890103 300__ $$a1 online resource.
000890103 336__ $$atext$$btxt$$2rdacontent
000890103 337__ $$acomputer$$bc$$2rdamedia
000890103 338__ $$aonline resource$$bcr$$2rdacarrier
000890103 5050_ $$aPart I Asset Pricing Models: Discussions and Statistical Inferences -- 1. Asset Pricing Models: Specification, Data and Theoretical Foundation -- 2. Statistical Inferences with Specification Tests -- 3. Statistical Inferences with Model Selection Criteria -- Part II The Alternative Methodology. -- 4. Finding Essential Variables in Empirical Asset Pricing Models -- 5. Hypothesis Testing with Model Search.
000890103 506__ $$aAccess limited to authorized users.
000890103 520__ $$aThis book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in which non-diversifiability and statistical inferences are considered. The discussion reemphasizes the necessity of maintaining a dichotomy between the nondiversifiable pricing kernels and the individual components of stock returns when empirical asset pricing models are of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.--$$cProvided by publisher.
000890103 588__ $$aOnline resource; title from PDF title page (viewed March 28, 2018).
000890103 650_0 $$aCapital assets pricing model.
000890103 852__ $$bebk
000890103 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-74192-5$$zOnline Access$$91397441.1
000890103 909CO $$ooai:library.usi.edu:890103$$pGLOBAL_SET
000890103 980__ $$aEBOOK
000890103 980__ $$aBIB
000890103 982__ $$aEbook
000890103 983__ $$aOnline
000890103 994__ $$a92$$bISE