DO WE HAVE TO KNOW BETA? AN AUTOREGRESSIVE APPROACH TO THE TEST OF THE APT.
| Year of publication: |
1989
|
|---|---|
| Authors: | MEI, J. |
| Institutions: | Bendheim Center for Finance, Department of Economics |
| Subject: | pricing | regression analysis | risk | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 42 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005781214