Investment Valuation and Asset Pricing: Models and Methods

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifa...

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Bibliographische Detailangaben
Hauptverfasser: Kolari, James W, Pynnönen, Seppo
Format: Buch
Sprache:eng
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Zusammenfassung:Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifactor Models -- Chapter 9: A Special Case of Zero-Beta CAPM -- Chapter 10: Event Studies.
DOI:10.1007/978-3-031-16784-3