The alpha factor asset pricing model : a parable
Wayne E. Ferson, Sergei Sarkissian, Timothy Simin
| Year of publication: |
1999
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|---|---|
| Authors: | Ferson, Wayne E. ; Sarkissian, Sergei ; Simin, Timothy T. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 2.1999, 1, p. 49-68
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | USA | United States | Multiple Regression | Multiple regression | 1963-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001426670