Multifactor models and their consistency with the APT
Year of publication: |
2021
|
---|---|
Authors: | Cooper, Ilan ; Ma, Liang ; Maio, Paulo ; Philip, Dennis |
Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 11.2021, 2, p. 402-444
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Fama-French-Modell | Fama-French model | Theorie | Theory |
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