Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Detalhes bibliográficos
Autor principal: MacKinlay, A. Craig
Outros Autores: Pastor, Lubos
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 1999.
Colecção:NBER working paper series no.7162
Assuntos:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.