Equilibrium asset pricing models and predictability of excess returns
Subtitle: theory and evidence
By: M. Hashem Pesaran andSimon M. Potter.
Series: Applied economics working paper series / University of Cambridge, Department of Applied Economics -- no.20; Applied economics working paper (University of Cambridge, Department of Applied Economics) -- no.20.
Publisher: University of Cambridge, Department of Applied Economics
Published: 1991
Place of publication: Cambridge
Language: eng