Holst Aracelly (5 results)
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 67.52
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Condition: New. pp. 96.
- Softcover
Seller: Buchpark, Trebbin, GermanyBuchpark
Contact seller5-star sellerCondition: Used - Fine
£ 30.08
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Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This study verifies quantitatively a systematic character of default risk and statistical quality of the competing three- and four-factor asset pricing models. The experimental design applied to this study is premised on the three-factor model of F…ama and French enhanced by default risk factor. The study utilizes the factor mimicking portfolio technique for modeling the risks underlying size, value and default risk factors. Distance-to-default estimate, deduced from the option-based model, is adopted by this study as a proxy for default risk. The augmentation of the three-factor model with default risk factor improves the performance of a conventional asset pricing specification on average. The factor loadings of the portfolios of size, value and default risk factors exhibit properties of risk factor sensitivities for stocks. The size and value factors are found to be common in equity returns, but at the same time not being proxies for default related information.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 68.50
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Condition: New. Print on Demand pp. 96 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
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- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 36.10
£ 41.83 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Martynenko Olenaobtained a degree of Master of Politology in 2002 and a degree of Master of Science in Finance in 2010.This study verifies quantitatively a systematic character of default risk and stati…stical quality of the compe.
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 70.68
£ 8.50 shippingShips from Germany to U.S.A.Quantity: 4 available
Condition: New. PRINT ON DEMAND pp. 96.
