Capital asset pricing model : theory and evidence /
Saved in:
Author / Creator: | Fama, Eugene F., 1939- |
---|---|
Imprint: | Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 2004. |
Description: | 32, [3] leaves ; 28 cm. |
Language: | English |
Series: | Working paper series ; W.P. 550 Working paper series (University of Chicago. Center for Research in Security Prices) ; no. 550. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5926935 |
Other authors / contributors: | French, Kenneth R. |
---|---|
Notes: | "First draft: August 2003. This draft: January 2004." Includes bibliographical references. |
Similar Items
-
The CAPM is wanted, dead or alive /
by: Fama, Eugene F., 1939-
Published: (1995) -
Multifactor portfolio efficiency and multifactor asset pricing /
by: Fama, Eugene F., 1939-
Published: (1993) -
Asset pricing models : implications for expected returns and portfolio selection /
by: MacKinlay, Archie Craig, 1955-
Published: (1999) -
Nonparametric estimation of state-price densities implicit in financial asset prices /
by: Aït-Sahalia, Yacine
Published: (1996) -
Comparing asset pricing models : an investment perspective /
by: Pástor, Luboš
Published: (1999)