The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model
| Year of publication: |
1979
|
|---|---|
| Authors: | Francis, Jack Clark ; Fabozzi, Frank J. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 14.1979, 02, p. 351-360
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |