All ebooks by Wei Liu in PDF and EPUB
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All ebooks by Wei Liu in PDF and EPUB


2  Book(s)
Download this eBook Professional Investment Portfolio Management
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Professional Investment Portfolio Management


James W. Kolari , Wei Liu , Seppo Pynnönen


Professional investment portfolio management is increasingly utilizing sophisticated statistical and computer techniques to better control risks and improve performance. This book provides new quantitative tools and technology for securities professionals to help...

Publication date: 2024-02-03
Format: PDF, ePub
Publisher: Palgrave Macmillan
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£54,99
Download this eBook A New Model of Capital Asset Prices
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A New Model of Capital Asset Prices


Jianhua Z. Huang , James W. Kolari , Wei Liu


This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the...

Publication date: 2021-03-01
Format: PDF, ePub
Publisher: Palgrave Macmillan
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£49,99

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