On the Robustness of the Roll and Ross Arbitrage Pricing Theory
Year of publication: |
1984
|
---|---|
Authors: | Cho, D. Chinhyung ; Elton, Edwin J. ; Gruber, Martin J. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 19.1984, 01, p. 1-10
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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