Asset pricing models : implications for expected returns and portfolio selection

Dettagli Bibliografici
Autore principale:	MacKinlay, A. Craig
Altri autori:	Pastor, Lubos
Natura:	Libro
Lingua:	inglese
Pubblicazione:	Cambridge National Bureau of Economic Research 1999.
Serie:	NBER working paper series no.7162
Soggetti:	Assets (Accounting) > Prices > Econometric models. Rate of return > Econometric models. Capital investments > Econometric models. Portfolio management. Capital asset pricing models. Stock price forecasting.