Asset pricing models : implications for expected returns and portfolio selection

Asset pricing models : implications for expected returns and portfolio selection

Bibliographic Details
Main Author: MacKinlay, A. Craig
Other Authors: Pastor, Lubos
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7162
Subjects:
Assets (Accounting) > Prices > Econometric models.
Rate of return > Econometric models.
Capital investments > Econometric models.
Portfolio management.
Capital asset pricing models.
Stock price forecasting.