The Return Generating Models in Global Finance by Arun J Prakash

The Return Generating Models in Global Finance by Arun J Prakash

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.

SKU	Unavailable
ISBN 13	9780080430584
ISBN 10	0080430589
Title	The Return Generating Models in Global Finance
Author	Arun J Prakash
Series	Series In International Business And Economics
Condition	Unavailable
Binding Type	Hardback
Publisher	Emerald Publishing Limited
Year published	1999-02-18
Number of pages	232
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.