Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

A. Craig MacKinlay and Lubos Pastor

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://finance.wharton.upenn.edu/%7Erlwctr/papers/9913.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to rodneywhitecenter.wharton.upenn.edupapers:80 (No such host is known. ) (http://finance.wharton.upenn.edu/%7Erlwctr/papers/9913.pdf [301 Moved Permanently]--> https://finance.wharton.upenn.edu/~rlwctr/papers/9913.pdf [301 Moved Permanently]--> http://rodneywhitecenter.wharton.upenn.edupapers/9913.pdf)

Related works:
Journal Article: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection (2000)
Working Paper: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection (1999)
Working Paper: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
Working Paper: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
Working Paper: Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pennfi:13-99

Access Statistics for this paper

More papers in Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().