Asset pricing models : implications for expected returns and portfolio selection
Year of publication: |
2000
|
---|---|
Authors: | MacKinlay, Archie Craig ; Pástor, Ľuboš |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 13.2000, 4, p. 883-916
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | USA | United States | 1926-1996 |
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