JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY
Published
Journal Article
Full Text
Duke Authors
Cited Authors
- BURMEISTER, E; MCELROY, MB
Published Date
- July 1988
Published In
Volume / Issue
- 43 / 3
Start / End Page
- 721 - 735
International Standard Serial Number (ISSN)
- 0022-1082
Digital Object Identifier (DOI)
- 10.2307/2328195