Economic forces and the stock market : testing the APT and alternative asset pricing theories
Nai-fu Chen ; Richard Roll ; Stephen A. Ross
| Year of publication: |
1983
|
|---|---|
| Authors: | Chen, Nai-fu ; Roll, Richard ; Ross, Stephen A. |
| Publisher: |
[New Haven, Conn.] |
| Subject: | CAPM | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |