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  • Theory and Evidence
    James W. Kolari; Wei Liu; Jianhua Z. Huang
    978-3-030-65197-8
    2021
    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

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