Security Market Imperfections in World Wide Equity Markets (Publications of the Newton Institute , No 9) Год выпуска: 0Автор: Donald Bruce Keim, William T. ZiembaИздательство: Страниц: 0ISBN: 0521571383Описание The study of security market imperfections, namely, the predictability of equity stock returns, is one of the fundamental research areas in financial modeling. In this book leading academics and investment researchers provide a complete and current account of work in this area, including both cross-sectional and time series analyses, as well as measurement of risk and prediction models that have been used by institutional investors. The case studies cover many worldwide markets including the United States, Japan, Asia, and Europe. Invaluable for courses in financial engineering, investment and portfolio management, the volume is also a superb reference for investment professionals seeking an up-to-date source on return predictability.
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Марина, 20.06 Марина, большое спасибо, диплом защитила на \отлично\. Без Вас ничего бы не получилось. Еще раз спасибо!
