A multivariate linear regression test for the arbitrage pricing theory
J. D. Jobson
| Year of publication: |
1982
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|---|---|
| Authors: | Jobson, J. D. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 37.1982, 4, p. 1037-1042
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| Subject: | Portfolio-Theorie |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003590145