Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Podrobná bibliografie
Hlavní autor: MacKinlay, A. Craig
Další autoři: Pastor, Lubos
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 1999.
Edice:NBER working paper series no.7162
Témata:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.