Portfolio advice for a multifactor world
By: John H. Cochrane.
Series: NBER working paper series -- working paper 7170; Working paper series (National Bureau of Economic Research) -- working paper no. 7170.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Portfolio management.; Rate of return -- Econometric models.; Capital investments -- Econometric models.; Assets (Accounting) -- Prices -- Econometric models.; Capital assets pricing model.
Notes: "June 1999."

JEL no. G00.

Includes bibliographical references (p. 31-32).

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).