Asset pricing and portfolio performance : models, strategy and performance metrics

Author(s)

• Korajczyk, Robert A

Bibliographic Information

Asset pricing and portfolio performance : models, strategy and performance metrics

[edited by Robert A. Korajczyk]

Risk, c1999

Note

Includes bibliographical references and index

Details

• NCID: BA44731798
• ISBN:
  • 1899332367
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xxxi, 384 p.
• Size: 31 cm
• Classification:
  • NDC9 : 338.15
  • DC21 : 332.6
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Portfolio management -- Mathematical models