The arbitrage pricing theory : is it testable?
Year of publication: |
1982
|
---|---|
Authors: | Shanken, Jay |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 37.1982, 5, p. 1129-1240
|
Subject: | Kapitalanlage Portefeuilleplanung | Börsenarbitrage |
-
Aktienbewertung in Deutschland
Winkelmann, Michael, (1984)
-
An empirical examination of the implications of arbitrage pricing theory
Dhrymes, Phoebus J., (1985)
-
An arbitrage princing approach to evaluating mutual fund performance
Chang, Eric C., (1985)
- More ...
-
Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
KAN, RAYMOND, (2013)
-
Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Shanken, Jay, (2007)
-
Payout yield, risk, and mispricing: A Bayesian analysis
Shanken, Jay, (2012)
- More ...