Jianhua Z. Huang – författare
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4 produkter
New Model of Capital Asset Prices
Theory and Evidence
Av James W. Kolari, Wei Liu m. fl.
Inbunden, 2021
625 kr
Lägg i varukorg
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by …
New Model of Capital Asset Prices
Theory and Evidence
Av Jianhua Z. Huang, Wei Liu m. fl.
E-bok, 2021
813 kr
Lägg i varukorg
This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black’s well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by …
Asset Pricing Models and Market Efficiency
Using Machine Learning to Explain Stock Market Anomalies
Av James W. Kolari, Wei Liu m. fl.
Inbunden, 2026
1467 kr
Lägg i varukorg
This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on stocks that cannot be explained …
Asset Pricing Models and Market Efficiency
Using Machine Learning to Explain Stock Market Anomalies
Av Huiling Liao, Jianhua Z. Huang m. fl.
E-bok, 2026
1838 kr
Lägg i varukorg
This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on stocks that cannot be explained …
