この商品を友人に教える:
Arbitrage pricing models and the risk-return profile Azubuike Samuel Agbam
Arbitrage pricing models and the risk-return profile
Azubuike Samuel Agbam
Arbitrage pricing theory in finance is a general theory of asset pricing. The models which seek to calculate the appropriate price of an asset while taking into account systematic risks common across a class of assets describe the relationship between risk and expected return. The suitability of the models in explaining stock prices have shown conflicting results across countries. This has brought to question the empirical applicability of the models in the Nigerian Equity Market. The ability of the risk factors to command premium suggest that they are empirically applicable, although the information that is captured by the pre-specified macroeconomic model is better explained by the statistical factor model.
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2019年10月23日 |
| ISBN13 | 9786137377482 |
| 出版社 | LAP Lambert Academic Publishing |
| ページ数 | 176 |
| 寸法 | 152 × 229 × 10 mm · 280 g |
| 言語 | 英語 |