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A Test of the Intertemporal Asset Pricing Model
Language: en
Pages: 46

A Test of the Intertemporal Asset Pricing Model

Authors: Rajnish Mehra
Categories: Econometrics
Type: BOOK - Published: 1982 - Publisher:

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A Simultaneous Test of the Intertemporal Capital Asset Pricing Model, the Arbitrage Pricing Theory, and the Index Model
Language: en
Pages: 26

A Simultaneous Test of the Intertemporal Capital Asset Pricing Model, the Arbitrage Pricing Theory, and the Index Model

Authors: Cheng F. Lee
Categories:
Type: BOOK - Published: 1985 - Publisher:

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Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
Language: en
Pages: 5053

Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)

Authors: Cheng Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2020-07-30 - Publisher: World Scientific

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This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econo
Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
Language: en
Pages: 62

Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

Authors: Michael J. Brennan
Categories:
Type: BOOK - Published: 2008 - Publisher:

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A simple valuation model that allows for time variation in investment opportunities is developed and estimated. The model assumes that the investment opportunit
Intertemporal Capital Asset Pricing Model with Time-varying Parameters
Language: en
Pages: 47

Intertemporal Capital Asset Pricing Model with Time-varying Parameters

Authors: Mika Vaihekoski
Categories: Capital assets pricing model
Type: BOOK - Published: 1996 - Publisher:

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