Overview
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.
- | Author: Greg N. Gregoriou
- | Publisher: Palgrave MacMillan
- | Publication Date: Dec 08, 2010
- | Number of Pages: 196 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 0230283640
- | ISBN-13: 9780230283640
