by Xian-Wei Liu and James W. Kolari
| Publisher | Springer Nature |
| Language | English |
| Book type | Hardcover |
| Utgiven | 2021-01-23 |
| Edition | 1 |
| Pages | 301 |
| ISBN | 9783030651961 |
| Kategori(er) |
Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using U.S. stock returns over 50 years of analyses
Represents an empirical version of the now famous Capital Asset Pricing Model (CAPM) by 1990 Nobel Laureate William Sharpe
Provides access to computer programs (both Matlab and R coding) for the ZCAPM model with instructions
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