| Record ID | marc_loc_2016/BooksAll.2016.part20.utf8:169041808:1219 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part20.utf8:169041808:1219?format=raw |
LEADER: 01219cam a2200277 a 4500
001 90224506
003 DLC
005 19990621114016.5
008 901206s1990 vaua b 100 0 eng
010 $a 90224506
020 $a0935015183
040 $aDLC$cDLC$dDLC
050 00 $aHG4521$b.Q36 1990
082 00 $a332.6$220
245 00 $aQuantifying the market risk premium phenomenon for investment decision making :$bSeptember 26-27, 1989, New York, New York /$cKeith P. Ambachtsheer ... [et al.] ; edited by William F. Sharpe and Katrina F. Sherrerd ; sponsored by the Institute of Chartered Financial Analysts.
260 0 $aCharlottesville, VA :$bCFA :$bMay be ordered from Association for Investment Management and Research,$cc1990.
300 $ax, 87 p. :$bill. ;$c28 cm.
440 4 $aThe Institute of Chartered Financial Analysts continuing education series
504 $aIncludes bibliographical references (p. 83).
650 0 $aInvestments$xCongresses.
650 0 $aInvestment analysis$xCongresses.
650 0 $aPortfolio management$xCongresses.
700 10 $aAmbachtsheer, Keith P.
700 10 $aSharpe, William F.
700 10 $aSherrerd, Katrina F.
710 20 $aIntstitute of Chartered Financial Analysts.