Measuring the pricing error of the arbitrage pricing theory
Year of publication: |
1996
|
---|---|
Authors: | Geweke, John |
Other Persons: | Zhou, Guofu (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 9.1996, 2, p. 557-587
|
Subject: | CAPM | Theorie | Theory | Börsenkurs | Share price | USA | United States | 1926-1986 |
-
Asset-pricing tests under alternative distributions
Zhou, Guofu, (1993)
-
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y., (1993)
-
Money, trade credit and asset prices
Lacker, Jeffrey Malcolm, (1991)
- More ...
-
Measuring the pricing error of the arbitrage pricing theory
Geweke, John, (1995)
-
Measuring the Pricing Error of the Arbitrage Pricing Theory
Geweke, John, (1998)
-
Measuring the Pricing Error of the Arbitrage Pricing Theory
Geweke, John, (1996)
- More ...