Lingua: Inglese
Editore: Editorial Academica Espanola, 2011
ISBN 10: 3846517755 ISBN 13: 9783846517758
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 96.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3846517755 ISBN 13: 9783846517758
Da: Buchpark, Trebbin, Germania
EUR 29,90
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This study verifies quantitatively a systematic character of default risk and statistical quality of the competing three- and four-factor asset pricing models. The experimental design applied to this study is premised on the three-factor model of Fama and French enhanced by default risk factor. The study utilizes the factor mimicking portfolio technique for modeling the risks underlying size, value and default risk factors. Distance-to-default estimate, deduced from the option-based model, is adopted by this study as a proxy for default risk. The augmentation of the three-factor model with default risk factor improves the performance of a conventional asset pricing specification on average. The factor loadings of the portfolios of size, value and default risk factors exhibit properties of risk factor sensitivities for stocks. The size and value factors are found to be common in equity returns, but at the same time not being proxies for default related information.
Lingua: Inglese
Editore: Editorial Academica Espanola, 2011
ISBN 10: 3846517755 ISBN 13: 9783846517758
Da: Majestic Books, Hounslow, Regno Unito
EUR 76,76
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 96 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
Lingua: Inglese
Editore: Editorial Academica Espanola, 2011
ISBN 10: 3846517755 ISBN 13: 9783846517758
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 78,19
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 96.
Lingua: Inglese
Editore: LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3846517755 ISBN 13: 9783846517758
Da: moluna, Greven, Germania
EUR 41,05
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Martynenko Olenaobtained a degree of Master of Politology in 2002 and a degree of Master of Science in Finance in 2010.This study verifies quantitatively a systematic character of default risk and statistical quality of the compe.