No Access
MORE MULTIPLE LINEAR REGRESSIONS APPLICATION: MULTI-FACTOR ASSET PRICING
https://doi.org/10.1142/9789814307963_0014Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Key Points of Learning
BEYOND ONE FACTOR
ARBITRAGE PRICING THEORY
ARBITRAGE PRICING THEORY
CROSS-SECTIONAL REGRESSION
SINGAPORE FACTORS
FAMA-FRENCH THREE FACTOR MODEL
TIME SERIES REGRESSION
PROBLEM SET
FURTHER RECOMMENDED READINGS
