Performance measurement with the arbitrage pricing theory : A new framework for analysis
| Year of publication: |
1986
|
|---|---|
| Authors: | Connor, Gregory ; Korajczyk, Robert A. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 15.1986, 3, p. 373-394
|
| Publisher: |
Elsevier |