A test for the number of factors in an approximate factor model
Gregory Connor and Robert A. Korajczyk
| Year of publication: |
1993
|
|---|---|
| Authors: | Connor, Gregory |
| Other Persons: | Korajczyk, Robert A. (contributor) |
| 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. 48.1993, 4, p. 1263-1291
|
| Subject: | CAPM | Arbitrage | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1967-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001152158