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Comparing asset pricing models : an investment perspective

By: Pastor, Lubos.
Contributor(s): Stambaugh, Robert F.
Material type: materialTypeLabelBookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 47.Call No.: HG4636 P377C Subject(s): CAPITAL ASSETS PRICING MODEL | PORTFOLIO MANAGEMENT -- ECONOMETRIC MODELS | RISK ASSESSMENT -- ECONOMETRIC MODELS
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