Asset pricing models : implications for expected returns and portfolio selection

Détails bibliographiques
Auteur principal:	MacKinlay, A. Craig
Autres auteurs:	Pastor, Lubos
Format:	Livre
Langue:	anglais
Publié:	Cambridge National Bureau of Economic Research 1999.
Collection:	NBER working paper series no.7162
Sujets:	Assets (Accounting) > Prices > Econometric models. Rate of return > Econometric models. Capital investments > Econometric models. Portfolio management. Capital asset pricing models. Stock price forecasting.