Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Security Market Imperfections in Worldwide Equity Markets

Security Market Imperfections in Worldwide Equity Markets

Keim, Donald B.
Ziemba, William T.
Moffatt, H. K.

Hardcover

Series: Publications of the Newton Institute, Book 9

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 0521571383
ISBN13: 9780521571388
Publisher: Cambridge University Press
Published: Mar 13 2000
Pages: 560
Weight: 2.23
Height: 1.53 Width: 6.31 Depth: 9.30
Language: English
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.

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