A New Model of Capital Asset Prices: Theory and Evidence (Hardcover, 2021)

Part I. Introduction.- Chapter 1. Asset Pricing Evolution.- Part II. Theoretical ZCAPM.- Chapter 2. Capital Asset Pricing Models.- Chapter 3. Theoretical Form of the ZCAPM.- Part III. Empirical ZCAPM.- Chapter 4. Empirical Form of the ZCAPM.- Part IV. Empirical Evidence.- Chapter 5. Stock Return Data and Empirical Methods.- Chapter 6. Empirical Tests of the ZCAPM.- Chapter 7. Cross-Sectional Tests of the ZCAPM.- Part V. Applications of the ZCAPM.- Chapter 8. The Momentum Mytery: An Application of the ZCAPM.- Chapter 9. E?cient Investment Portfolios: An Application of the ZCAPM.- Part VI. Conclusion.- Chapter 10. Synopsis of Asset Pricing and the ZCAPM.