ASSET PRICING MODELS: IMPLICATIONS FOR EXPECTED RETURNS AND PORTFOLIO SELECTION
| Year of publication: |
1999
|
|---|---|
| Authors: | MacKinlay, A.Craig ; Pastor, Lubos |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1999, 7162, p. 7162
|