Asset pricing models : implications for expected returns and portfolio selection

Opis bibliograficzny
1. autor:	MacKinlay, A. Craig
Kolejni autorzy:	Pastor, Lubos
Format:	Książka
Język:	angielski
Wydane:	Cambridge National Bureau of Economic Research 1999.
Seria:	NBER working paper series no.7162
Hasła przedmiotowe:	Assets (Accounting) > Prices > Econometric models. Rate of return > Econometric models. Capital investments > Econometric models. Portfolio management. Capital asset pricing models. Stock price forecasting.