Bootstrapping the number of factors in the arbitrage pricing theory
Year of publication: |
1990
|
---|---|
Authors: | Chatterjee, Sangit |
Other Persons: | Pari, Robert A. (contributor) |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 13.1990, 1, p. 15-21
|
Subject: | CAPM | Arbitrage | Statistische Methodenlehre | Statistical theory | Theorie | Theory | USA | United States | 1962-1972 |
-
Dhrymes, Phoebus J., (1986)
-
Some empirical tests on the arbitrage pricing theory : a portfolio approach
Lee, Sooyul, (1988)
-
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N., (1999)
- More ...
-
BOOTSTRAPPING THE NUMBER OF FACTORS IN THE ARBITRAGE PRICING THEORY
Chatterjee, Sangit, (1990)
-
An empirical test of the arbitrage pricing theory
Pari, Robert A., (1984)
-
Performance of stocks recommended on the basis of insider trading activity
Benesh, Gary A., (1987)
- More ...