Name: Arbitrage pricing models and the risk-return profile (en Inglés)
SKU: 57167613
Price: 1579.98 MXN
Availability: InStock
Author: Agbam, Azubuike Samuel
ISBN: 9786137377482

Formato

Libro Físico

Autor

Azubuike Samuel Agbam

Editorial

LAP Lambert Academic Publishing

Idioma

Inglés

N° páginas

176

Encuadernación

Tapa Blanda

Dimensiones

22.9x15.2x1 cm

Peso

0.27 kg.

ISBN13

9786137377482

Categorías

Banca

Arbitrage pricing models and the risk-return profile (en Inglés)

Azubuike Samuel Agbam (Autor) · LAP Lambert Academic Publishing · Tapa Blanda

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Reseña del libro "Arbitrage pricing models and the risk-return profile (en Inglés)"

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.