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Scott Murray

Empirical Asset Pricing

The Cross Section of Stock Returns

Ebook (PDF Format)

Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional. Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice re… Mehr

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Produktdetails


Weitere Autoren: Bali, Turan G. / Engle, Robert F.
  • ISBN: 978-1-118-58947-2
  • EAN: 9781118589472
  • Produktnummer: 19682972
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2016
  • Seitenangabe: 512 S.
  • Plattform: PDF
  • Masse: 3'616 KB

Über den Autor


Turan G. Bali, PhD, is the Robert Parker Chair Professor of Finance in the McDonough School of Business at Georgetown University. The recipient of the 2014 Jack Treynor prize, he is the co-author of Mathematical Methods for Finance: Tools for Asset and Risk Management, also published by Wiley. Robert F. Engle, PhD, is the Michael Armellino Professor of Finance in the Stern School of Business at New York University. He is the 2003 Nobel Laureate in Economic Sciences, Director of the New York University Stern Volatility Institute, and co-founding President of the Society for Financial Econometrics. Scott Murray, PhD, is an Assistant Professor in the Department of Finance in the J. Mack Robinson College of Business at Georgia State University. He is the recipient of the 2014 Jack Treynor prize.

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