This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
- ISBN:
- 9780230295216
- 9780230295216
-
Category:
- Corporate finance
- Format:
- Epub (Kobo), Epub (Adobe)
- Publication Date:
-
31-05-2016
- Language:
- English
- Publisher:
- Palgrave Macmillan UK
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