Multifactor models do not explain deviations from the CAPM
| Year of publication: |
1995
|
|---|---|
| Authors: | MacKinlay, A. Craig |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 38.1995, 1, p. 3-28
|
| Publisher: |
Elsevier |