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A New Model of Capital Asset Prices: Theory and Evidence - Kolari, James W, and Liu, Wei, and Huang, Jianhua Z
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Proposes a new asset pricing model (i.e. the ZCAPM) that has been shown to dominate other popular models in extensive empirical tests using U.S. stock returns over 50 years of analyses Represents an empirical version of the now famous Capital Asset Pricing Model (CAPM) by 1990 Nobel Laureate William Sharpe Provides access to computer programs (both Matlab and R coding) for the ZCAPM model with instructions

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A New Model of Capital Asset Prices: Theory and Evidence 2021, Palgrave MacMillan, Cham

ISBN-13: 9783030651961

2021 edition

Hardcover