Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
K. C. John Wei ; Cheng-few Lee ; Andrew H. Chen
| Year of publication: |
1991
|
|---|---|
| Authors: | Wei, K. C. John |
| Other Persons: | Lee, Cheng F. (contributor) ; Chen, Andrew H. (contributor) |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 1.1991, 2, p. 191-208
|
| Subject: | CAPM | Arbitrage | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | 1961-1985 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001107378