An edition of Quantifying the market risk premium phenomenon for investment decision making
(1990)
Quantifying the market risk premium phenomenon for investment decision making
September 26-27, 1989, New York, New York
by Keith P. Ambachtsheer, Sharpe, William F., Katrina F. Sherrerd, Frank K. Reilly, Joseph C. Bencivenga, Douglas J. Lucas, Edward I. Altman, William A. Cornish, Robert Levine, Paul H. Ross, James Grant, Jeffrey J. Hodgman, and Martin S. Fridson
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![Cover of: Quantifying the market risk premium phenomenon for investment decision making by Keith P. Ambachtsheer ... [et al.] ; edited by William F. Sharpe and Katrina F. Sherrerd ; sponsored by the Institute of Chartered Financial Analysts.](http://covers.openlibrary.org/b/id/1677370-L.jpg)
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High-Yield Bonds: Analysis and Risk Assessment
July 15, 1990, AIMR (CFA Institute)
Paperback
in English
0935015183 9780935015188
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Quantifying the market risk premium phenomenon for investment decision making: September 26-27, 1989, New York, New York
1990, CFA, May be ordered from Association for Investment Management and Research
in English
0935015183 9780935015188
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Includes bibliographical references (p. 83).
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| July 31, 2019 | Edited by MARC Bot | associate edition with work OL19204724W |
| March 11, 2019 | Created by MARC Bot | import existing book |