Items related to The Return Generating Models in Global Finance (Series...

The Return Generating Models in Global Finance (Series in International Business and Economics) - Hardcover

 
9780080430584: The Return Generating Models in Global Finance (Series in International Business and Economics)
Hardcover
ISBN 10: 0080430589 ISBN 13: 9780080430584
Publisher: Pergamon Press, 1999

Synopsis

The market model, introduced over thirty 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 analysed 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.

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Publisher
Pergamon Press
Publication date
1999
Language
English
ISBN 10 
0080430589
ISBN 13 
9780080430584
Binding
Hardcover
Number of pages
232
Editor
Prakash Arun J., Bear Robert M., Dandapani Krishnan