Yes, the APT is testable
Philip H. Dybvig and Stephen A. Ross; Jay Shanken
| Year of publication: |
1985
|
|---|---|
| Authors: | Dybvig, Philip H. ; Ross, Stephen A. ; Shanken, Jay |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 40.1985, 4, p. 1173-1188
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Description of contents: |
Shanken, Jay: Multi-beta CAPM of equilibrium-APT? A reply. S. 1189-1196
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| Type of publication: | Article |
|---|---|
| Notes: | APT = Arbitrage Pricing Theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002109601