Empirical Asset Pricing Models: Data, Empirical Verification, and Model Search

By Jau-Lian Jeng

Book Overview

Positions forecastability as one of several statistical criteria for verifying model specification
Discusses cross-sectional properties of asset pricing models
Details model selection criteria and sequential model search methods

• Format: Hardcover
• Language: English
• ISBN: 3319741918
• ISBN13: 9783319741918
• Release Date: March 2018
• Publisher: Palgrave MacMillan
• Length: 268 Pages
• Weight: 1.08 lbs.
• Dimensions: 0.7" x 5.8" x 8.3"