A test for the number of factors in an approximate factor model
Year of publication: |
1993
|
---|---|
Authors: | Connor, Gregory |
Other Persons: | Korajczyk, Robert A. (contributor) |
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. 48.1993, 4, p. 1263-1291
|
Subject: | CAPM | Arbitrage | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | 1967-1991 |
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