Asset pricing and portfolio performance
Subtitle: models, strategy, and performance metrics
By: [edited by Robert A. Korajczyk].
Contributors: Korajczyk, Robert A., 1954-
Publisher: Risk Books
Published: 1999
Place of publication: London
Language: eng
Number of pages: 384
Subjects: Capital assets pricing model.; Portfolio management -- Mathematical models.
Notes: Includes bibliographical references and index.