APT and multifactor asset pricing models with measured and unobserved factors : theoretical and econometric issues
Edwin Burmeister and Marjorie B. McElroy
| Year of publication: |
1992
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|---|---|
| Authors: | Burmeister, Edwin |
| Other Persons: | McElroy, Marjorie (contributor) |
| Published in: |
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi. - Delhi : School, ISSN 0019-4670, ZDB-ID 209860-X. - Vol. 27.1992, p. 135-154
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| Subject: | Arbitrage | CAPM | Schätztheorie | Estimation theory | Theorie | Theory | 1972-1982 |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | APT = Arbitrage pricing theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001332999