Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Bibliographische Detailangaben
1. Verfasser: MacKinlay, A. Craig
Weitere Verfasser: Pastor, Lubos
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:NBER working paper series no.7162
Schlagworte:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.