Portfolio selection and asset pricing models
Year of publication: |
2000
|
---|---|
Authors: | Pástor, Ľuboš |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 1, p. 179-223
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Bayes-Statistik | Bayesian inference | Theorie | Theory | Kapitalanlage | Financial investment | Systematischer Fehler | Bias | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment | USA | United States | 1926-1996 |
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