Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory
Edwin Burmeister and Marjorie B. McElroy
| Year of publication: |
1988
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|---|---|
| Authors: | Burmeister, Edwin ; McElroy, Marjorie B. |
| 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. 43.1988, 3, p. 721-733
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| Subject: | Bewertung | Wertpapier | Risikoprämie | Statistische Methoden | CAPM | Risk premium | Arbitrage Pricing | Arbitrage pricing | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003506580