The empirical relevance of arbitrage pricing models : their major implications "are not supported by the evidence currently available"
Year of publication: |
1986
|
---|---|
Authors: | Dhrymes, Phoebus J. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 10.1986, 4, p. 35-44
|
Subject: | Kapitaleinkommen | Capital income | CAPM | Arbitrage | USA | United States | 1962-1972 |
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