Asset pricing models : implications for expected returns and portfolio selection

書誌詳細
第一著者:	MacKinlay, A. Craig
その他の著者:	Pastor, Lubos
フォーマット:	図書
言語:	英語
出版事項:	Cambridge National Bureau of Economic Research 1999.
シリーズ:	NBER working paper series no.7162
主題:	Assets (Accounting) > Prices > Econometric models. Rate of return > Econometric models. Capital investments > Econometric models. Portfolio management. Capital asset pricing models. Stock price forecasting.