Essays On Asset Pricing Models

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Essays on Asset Pricing Models

Essays on Asset Pricing Models
Author :
Publisher :
Total Pages : 156
Release :
ISBN-10 : OCLC:757282297
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Essays on Asset Pricing Models by : Minh Chau To

Download or read book Essays on Asset Pricing Models written by Minh Chau To and published by . This book was released on 1983 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Using more stringent test assets and more formal model diagnostic tools, the first essay demonstrates the importance of higher-order comoment risks in asset pri