Asset Pricing And Portfolio Performance Models, Strategy and Performance Metrics

By Robert A. Korajczyk

This text presents early theoretical models and the developments of capital asset pricing models to measure portfolio risk. It also provides an analysis of the important anomalies and empirical tests... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1899332367
• ISBN13: 9781899332366
• Release Date: June 1999
• Publisher: Risk Books
• Length: 320 Pages
• Weight: 3.45 lbs.