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1 Ergebnisse
1
Asset Pricing Models: Implications for Expected Returns and..:
MacKinlay, A. Craig
;
Pástor, Ľuboš
The Review of Financial Studies. 13 (2000) 4 - p. 883-916 , 2000
Link:
https://www.jstor.org/stable/2646056
RT Journal T1
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
UL https://suche.suub.uni-bremen.de/peid=jstor-2646056&Exemplar=1&LAN=DE A1 MacKinlay, A. Craig A1 Pástor, Ľuboš PB Oxford University Press YR 2000 SN 0893-9454 SN 1465-7368 K1 Mathematics K1 Pure mathematics K1 Linear algebra K1 Matrix theory K1 Matrices K1 Covariance matrices K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Investment returns K1 Expected returns K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Inferential statistics K1 Statistical estimation K1 Estimation methods K1 Estimators K1 Financial portfolios K1 Descriptive statistics K1 Central tendencies K1 Sample mean K1 Mathematical values K1 Ratios K1 Applied sciences K1 Research methods K1 Modeling K1 Estimators of variance K1 Estimators for the mean K1 Analytics K1 Analytical estimating K1 Maximum likelihood estimation K1 Statistical theories K1 Estimation theory K1 Estimation bias JF The Review of Financial Studies VO 13 IS 4 SP 883 OP 916 LK http://dx.doi.org/https://www.jstor.org/stable/2646056 DO https://www.jstor.org/stable/2646056 SF ELIB - SuUB Bremen
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