Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Detalles Bibliográficos
Autor principal: MacKinlay, A. Craig
Otros Autores: Pastor, Lubos
Formato: Libro
Lenguaje:English
Publicado: Cambridge National Bureau of Economic Research 1999.
Colección:NBER working paper series no.7162
Materias:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.