Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Bibliografske podrobnosti
Glavni avtor: MacKinlay, A. Craig
Drugi avtorji: Pastor, Lubos
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1999.
Serija:NBER working paper series no.7162
Teme:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.