A Monte Carlo investigation of the accuracy of multivariate CAPM tests
| Year of publication: |
1985
|
|---|---|
| Authors: | Amsler, Christine E. ; Schmidt, Peter |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 14.1985, 3, p. 359-375
|
| Publisher: |
Elsevier |