A New Model of Capital Asset Prices: Theory and Evidence

Published on: 2021-03-01
Page Count: 326 pages
Print Type: BOOK
Maturity Rating: NOT_MATURE
Language: en
Embeddable: Yes
PDF Available: Yes
EPUB Available: Yes
ISBN-13: 9783030651978
ISBN-10: 3030651975
... component mixture model, where each component of the mixture model is itself a twofactor regression model comprised of average market return and market return dispersion factors and respective beta risk and zeta risk coefficients. Since ...

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