Capm Estimates Through Regression

für 49.41€ kaufen ··· 9783848424610 ··· 1036119753 ···
This book analyzes the sensitivity of Capital Asset Pricing Model (CAPM) estimates to selected data frequency and time frame using Ordinary Least Square Methodology (OLS). Analysis reveal that CAPM estimates are impacted by the these variables. Daily data as apposed to recommended monthly frequency and 1.5 year time period provide the best estimates. However, the predicting power of the model can be regarded poor as it explain only 8% variation in returns.
Hersteller: LAP Lambert Academic Publishing
Marke: LAP Lambert Academic Publishing
EAN: 9783848424610
Kat: Hardcover/Ratgeber/Recht, Beruf, Finanzen/Geld, Bank, Börse
Lieferzeit: Sofort lieferbar
Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland
Icon: https://www.inforius-bilder.de/bild/?I=KnsWL5qhjP%2BRrHM%2BqGuAyAvpRwfDgGg4cjOI77NC9OE%3D
Bild:

14: LAP Lambert Academic Publishing
15: 1605236087
16: #
17:
18:
19:
20:
21:
22:
23:
24:
25:
5: Ab 20¤ Versandkostenfrei in Deutschland
6: LAP Lambert Academic Publishing
7: Capm Estimates Through Regression
:::: Hardcover/Ratgeber/Recht, Beruf, Finanzen/Geld, Bank, Börse

···· Rheinberg-Buch.de - Bücher, eBooks, DVD & Blu-ray
···· aufgenommen: 30.07.2020 · 02:15:00
···· & überprüft: 13.11.2020 · 03:54:47

: Estimates : Through : Regression :

Capm Estimates Through Regression

Preisprotokol