Journal of Financial Economics Vol. 5 No. 2 1977
A note on qualitative results for investment proportions
Abstract
This note corrects recent results concerning qualitative portfolio composition in Roll's ‘Critique of Asset Pricing Theory Tests’.
- DOI
- 10.1016/0304-405x(77)90022-8
- Volume
- 5
- Issue
- 2
- Pages
- 259-263
- Language
- en
- Sources
- bibtex:phds-export.bib openalex crossref