Name: Arbitrage pricing models and the risk-return profile
SKU: 57167613
Price: 2643.00 TWD
Availability: InStock
Author: Agbam, Azubuike Samuel
ISBN: 9786137377482

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Type

Physical Book

Author

Azubuike Samuel Agbam

Publisher

LAP Lambert Academic Publishing

Language

English

Pages

176

Format

Paperback

Dimensions

22.9x15.2x1 cm

Weight

0.27 kg.

ISBN13

9786137377482

Synopsis "Arbitrage pricing models and the risk-return profile"

Arbitrage pricing theory in finance is a general theory of asset pricing. The models which seek to calculate the appropriate price of an asset while taking into account systematic risks common across a class of assets describe the relationship between risk and expected return. The suitability of the models in explaining stock prices have shown conflicting results across countries. This has brought to question the empirical applicability of the models in the Nigerian Equity Market. The ability of the risk factors to command premium suggest that they are empirically applicable, although the information that is captured by the pre-specified macroeconomic model is better explained by the statistical factor model.

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Arbitrage pricing models and the risk-return profile - Agbam, Azubuike Samuel

Synopsis "Arbitrage pricing models and the risk-return profile"

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