Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Bibliografiset tiedot
Päätekijä: MacKinlay, A. Craig
Muut tekijät: Pastor, Lubos
Aineistotyyppi: Kirja
Kieli:English
Julkaistu: Cambridge National Bureau of Economic Research 1999.
Sarja:NBER working paper series no.7162
Aiheet:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.