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Risk and Return in an Equilibrium APT.
Connor, Gregory; Robert Korajczyk. - Department of Economics, University of California-Berkeley - 1987
Persistent link: https://www.econbiz.de/10005649594
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The Attributes, Behavior and Performance of U.S. Mutual Funds.
Connor, Gregory; Robert A. Korajczyk. - Department of Economics, University of California-Berkeley - 1988
Persistent link: https://www.econbiz.de/10005649618
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New Cross-Sectional Regression Tests of Beta Pricing Models.
Connor, Gregory; Robert T. Uhlaner. - Department of Economics, University of California-Berkeley - 1987
Persistent link: https://www.econbiz.de/10005649624
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Estimating Pervasive Economic Factors with Missing Observations.
Connor, Gregory; Robert A. Korajczyk. - Department of Economics, University of California-Berkeley - 1987
Persistent link: https://www.econbiz.de/10005292404
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An Intertemporal Equilibrium Beta Pricing Model.
Connor, Gregory; Robert Korajczyk. - Department of Economics, University of California-Berkeley - 1987
Persistent link: https://www.econbiz.de/10005292433