JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY
Publication
, Journal Article
BURMEISTER, E; MCELROY, MB
Published in: JOURNAL OF FINANCE
1988
Duke Scholars
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Published In
JOURNAL OF FINANCE
DOI
ISSN
0022-1082
Publication Date
1988
Volume
43
Issue
3
Start / End Page
721 / 735
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
Citation
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Chicago
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BURMEISTER, E., & MCELROY, M. B. (1988). JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY. JOURNAL OF FINANCE, 43(3), 721–735. https://doi.org/10.2307/2328195
BURMEISTER, E., and M. B. MCELROY. “JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY.” JOURNAL OF FINANCE 43, no. 3 (1988): 721–35. https://doi.org/10.2307/2328195.
BURMEISTER E, MCELROY MB. JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY. JOURNAL OF FINANCE. 1988;43(3):721–35.
BURMEISTER, E., and M. B. MCELROY. “JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY.” JOURNAL OF FINANCE, vol. 43, no. 3, 1988, pp. 721–35. Wos-lite, doi:10.2307/2328195.
BURMEISTER E, MCELROY MB. JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY. JOURNAL OF FINANCE. 1988;43(3):721–735.
Published In
JOURNAL OF FINANCE
DOI
ISSN
0022-1082
Publication Date
1988
Volume
43
Issue
3
Start / End Page
721 / 735
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment