Multifactor Models Do not Explain Deviations from the CAPM.
| Year of publication: |
1993
|
|---|---|
| Authors: | Mackinlay, A.C. |
| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Subject: | financial market | pricing | risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 27 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005245301