The Return Generating Models in Global Finance
Author:   Arun J. Prakash ,  Robert M. Bear ,  Krishnan Dandapani
Publisher:   Emerald Publishing Limited
ISBN:  

9780080430584


Pages:   232
Publication Date:   18 February 1999
Format:   Hardback
Availability:   In Print   Availability explained
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The Return Generating Models in Global Finance


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Author:   Arun J. Prakash ,  Robert M. Bear ,  Krishnan Dandapani
Publisher:   Emerald Publishing Limited
Imprint:   Pergamon Press
Dimensions:   Width: 15.60cm , Height: 1.40cm , Length: 23.40cm
Weight:   0.504kg
ISBN:  

9780080430584


ISBN 10:   0080430589
Pages:   232
Publication Date:   18 February 1999
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

The Authors. Introduction. The Market Model. Market Model Specification Problems. The Stationarity of Beta. The Investment Horizon and Other Stationarity Issues. The Arbitrage Pricing Theory. Other Return Generating Models and Portfolio Performance Measures. Global Return Generating Models. Concluding Comments. Author index. Subject index.

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