A. Craig Mackinlay

Latest Institution: Wharton School, University of Pennsylvania

All Institutions: University of Pennsylvania; Wharton School, University of Pennsylvania


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Multifactor Models Do Not Explain Deviations from the CAPM

Year: 1994
Journal: Journal of Financial Economics
Authors: A. Craig Mackinlay

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Year: 1999
Journal: Review of Financial Studies
Authors: A. Craig Mackinlay; Lubos Pastor


Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):

Back to index