Comparing asset pricing models : an investment perspective

Bibliografiska uppgifter
Huvudupphovsman:	Pastor, Lubos
Övriga upphovsmän:	Stambaugh, Robert F.
Materialtyp:	Bok
Språk:	English
Publicerad:	Cambridge National Bureau of Economic Research 1999.
Serie:	NBER working paper series no.7284
Ämnen:	Capital assets pricing model. Portfolio management > Econometric models. Risk assessment > Econometric models.