Comparing asset pricing models : an investment perspective

Comparing asset pricing models : an investment perspective

Bibliographic Details
Main Author: Pastor, Lubos
Other Authors: Stambaugh, Robert F.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7284
Subjects:
Capital assets pricing model.
Portfolio management > Econometric models.
Risk assessment > Econometric models.