Asset pricing models : implications for expected returns and portfolio selection / A. Craig MacKinlay, L̆ubos̆ Pástor.

Author/Creator:

Pástor, Luboš.

Publication:

Philadelphia, Pa. : Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania, [1999]

Series:

Rodney L. White Center for Financial Research (Series) ; no. 013-99.
Rodney L. White Center for Financial Research ; 013-99

Format/Description:

Book
38 p. : ill. ; 28 cm.

Notes:

"First draft: April 1998, current draft: April 1999".
Includes bibliographical references.

Contributor:

Pástor, Luboš.
Rodney L. White Center for Financial Research.

OCLC:

79657538

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