Kolari, Liu, and Zhang (KLH) (2021) conducted out-of-sample Fama and Mac- Beth (1973) cross-sectional regression tests for
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Kolari, Liu, and Zhang (KLH) (2021) conducted out-of-sample Fama and Mac- Beth (1973) cross-sectional regression tests for the empirical ZCAPM and a number of other models, including the market model and multifactor models. What did these tests reveal about the goodness-of-fit? About the significance of estimated market prices of risk for different factors?
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I have pursued B.Tech in Aerospace Engineering and I've done internship and project in various domains of Aerospace to get a better grasp of the subject. One of my internship topic was the deformation of the interstage i.e. the structure that connect consecutive stages of a rocket , under circumferential load, to understand its structural integrity i.e. buckling and postbuckling analysis of that. My second internship was on the orbital lifetime of the debris produced by the launch vehicle in Geostationary transfer orbit and to determine the parameters that govern their lifetime. It helps in predicting the orbital lifetime of debris and thus minimizing it. Both my internship was carried out in VSSC,ISRO.
My final year project was in Electric Propulsion domain. My project was to design and fabricate an operational micro Pulsed Plasma Thruster and to perform diagnostics on it, also to use a computational model to validate the obtained results.
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Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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