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The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model.

Produktbeschreibung
The market model is one of the most studied and utilized return generating models in finance. This book analyses the market model; discusses its characteristics; and presents criticisms and shortcomings. It also presents a guide to the various applications of the model, as well as a discussion of other types of model.
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