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: Paperback
• Language: English
• ISBN: 3030089320
• ISBN13: 9783030089320
• Release Date: January 2019
• Publisher: Palgrave MacMillan
• Length: 268 Pages
• Weight: 0.76 lbs.
• Dimensions: 0.6" x 5.8" x 8.3"