Business & Economics Books:

The Return Generating Models in Global Finance

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Description

The market model, introduced over 30 years ago, is one of the most studied and utilized return generating models in finance. Over three decades it has withstood rigorous testing and, with refinements over the years, remains the standard of reference today, being applied to almost all existing global investment opportunities. The resulting literature is prolific, and the aim of this book is to consolidate the most important literature on the market model, focusing especially on recent research involving issues related to the model. The market model is analyzed in detail and its characteristics discussed, criticisms presented and possible shortcomings tested. The book also presents a guide to the various applications of the model, as well as a discussion of other types of model, their forecasting power and their relationship with the market model.
Release date Australia
February 18th, 1999
Audience
  • Professional & Vocational
Contributors
  • Edited by Arun J. Prakash
  • Edited by Krishnan Dandapani
  • Edited by Robert M. Bear
Pages
232
Dimensions
156x234x14
ISBN-13
9780080430584
Product ID
2214145

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