Security Market Imperfections in Worldwide Equity Markets (Publications of the Newton Institute)
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Book Description
The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current account of work in this area, including both cross-sectional and time series analyses, as well as measurement of risk and prediction models that have been used by institutional investors. The case studies cover many worldwide markets including the United States, Japan, Asia, and Europe. Invaluable for courses in financial engineering, investment and portfolio management, the volume is also a superb reference for investment professionals seeking an up-to-date source on return predictability.
Book Info
Provides the most complete and current account of work in the area of financial modeling. Provides a comprehensive coverage of the subject, including both cross-sectional and time series analysis, as well as discussing the measurement of risk and prediction models that have been used by institutional investors.
Security Market Imperfections in Worldwide Equity Markets (Publications of the Newton Institute),Donald B. Keim,William T. Ziemba,H. K. Moffatt,Cambridge University Press,0521571383,Business & Economics,Business/Economics,Finance,Financial Markets,Investments & Securities - General,Mathematical models,Mathematics,Prices,Probability & Statistics - General,Securities,Stock exchanges,Stocks,Mathematics / Applied,Probability & statistics,Stocks & shares
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