Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
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 |
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