Comparing asset pricing models : an investment perspective
Year of publication: |
2000
|
---|---|
Authors: | Pástor, Ľuboš ; Stambaugh, Robert F. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 56.2000, 3, p. 335-381
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Investitionsrisiko | Investment risk | Theorie | Theory |
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