Asset pricing specification errors and performance evaluation
By: Jia He, Lilian Ng and Chu Zhang.
Contributors: Ng, Lilian K.; Zhang, Chu.; City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economics and Finance) -- no.75
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1996
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 44
Subjects: Portfolio management -- Evaluation -- Mathematical models.; Investments -- Mathematical models.
Notes: Includes bibliographical references (p29-32).