Asset pricing models
Subtitle: implications for expected returns and portfolio selection
By: A. Craig MacKinlay, Lubos Pastor.
Contributors: Pástor, Lubos̆.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7162; Working paper series (National Bureau of Economic Research) -- working paper no. 7162.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 38
Subjects: Assets (Accounting) -- Prices -- Econometric models.; Rate of return -- Econometric models.; Capital investments -- Econometric models.; Portfolio management.; Capital assets pricing model.; Stock price forecasting.
Notes: "June 1999."

JEL no. G1.

Includes bibliographical references (p. 27-28).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).