Comparing asset pricing models
Subtitle: an investment perspective
By: Lubos̆ Pástor, Robert F. Stambaugh.
Contributors: Stambaugh, Robert F., 1952-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7284; Working paper series (National Bureau of Economic Research) -- working paper no. 7284.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 47
Subjects: Capital assets pricing model.; Portfolio management -- Econometric models.; Risk assessment -- Econometric models.
Other titles: Asset pricing models
Notes: "August 1999."

JEL no. G11, G12, C11.

Includes bibliographical references (p. 46-47)

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Electronic version available via the Internet at the NBER World Wide Web site.