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United Nations Sustainable Development Goals (SDGs)
Top books for working towards the SDGs, hand-selected by Springer Nature editors
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Theory and EvidenceJames W. Kolari; Wei Liu; Jianhua Z. Huang978-3-030-65197-82021 Edition 1
- Proposes a new asset pricing model (i.e., the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using US 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
€110