MacKinlay, A. C., & Pastor, L. (1999). Asset pricing models: Implications for expected returns and portfolio selection. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationMacKinlay, A. Craig, and Lubos Pastor. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. Cambridge: National Bureau of Economic Research, 1999.
MLA (9th ed.) CitationMacKinlay, A. Craig, and Lubos Pastor. Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. National Bureau of Economic Research, 1999.
Warning: These citations may not always be 100% accurate.