Portfolio advice for a multifactor world
نویسنده
چکیده
John H. Cochrane is the Sigmund E. Edelstone Professor of Finance in the Graduate School of Business at the University of Chicago, a consultant to the Federal Reserve Bank of Chicago, and a research associate at the National Bureau of Economic Research (NBER). The author thanks Andrea Eisfeldt for research assistance and David Marshall, John Campbell, and Robert Shiller for comments. The authors research is supported by the Graduate School of Business and by a grant from the National Science Foundation, administered by the NBER. Introduction and summary
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تاریخ انتشار 1999