The alpha factor asset pricing model: A parable
| Year of publication: |
1999
|
|---|---|
| Authors: | Ferson, Wayne E. ; Sarkissian, Sergei ; Simin, Timothy |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 2.1999, 1, p. 49-68
|
| Publisher: |
Elsevier |