Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory.
| Year of publication: |
1988
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|---|---|
| Authors: | Burmeister, Edwin ; McElroy, Marjorie B |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 43.1988, 3, p. 721-33
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| Publisher: |
American Finance Association - AFA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005214192