A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market
Year of publication: |
1993
|
---|---|
Authors: | Faff, Robert W. |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 17.1993, 2, p. 233-258
|
Publisher: |
Australian School of Business |
Subject: | ARBITRAGE PRICING THEORY | TIME VARYING RISK PREMIA | ASYMPTOTIC PRINCIPAL COMPONENTS |
-
A performance comparison of large-n factor estimators
Chen, Zhuo, (2014)
-
A performance comparison of large-n factor estimators
Chen, Zhuo, (2018)
-
A Performance Comparison of Large-n Factor Estimators
Chen, Zhuo, (2018)
- More ...
-
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D., (2001)
-
Do futuresābased strategies enhance dynamic portfolio insurance?
Do, Binh Huu, (2004)
-
Do high and low-ranked sustainability stocks perform differently?
Lee, Darren D., (2013)
- More ...