Multifactor models do not explain deviations from the CAPM
| Year of publication: |
1995
|
|---|---|
| Authors: | MacKinlay, A.Craig |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 38.1995, 1, p. 3-28
|