Comparing asset pricing models: an investment perspective-Reference-Cited by-同舟云学术

Comparing asset pricing models: an investment perspective

Published:2000-06 Issue:3 Volume:56 Page:335-381
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Pástor Ľuboš,Stambaugh Robert F.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference28 articles.

1. An Introduction to Multivariate Statistical Analysis.;Anderson,1984

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4. Brown, S.J., 1979. Optimal portfolio choice under uncertainty: a Bayesian approach In Bawa, V.S., Brown, S.J., Klein, R.W. (Eds.), Estimation Risk and Optimal Portfolio Choice. North-Holland, Amsterdam.

5. Explaining the Gibbs sampler;Casella;The American Statistician,1992

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