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