Journal of Finance Vol. 43 No. 3 1988
Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion
Abstract
Stephen J. Brown, Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory: Discussion, The Journal of Finance, Vol. 43, No. 3, Papers and Proceedings of the Forty-Seventh Annual Meeting of the American Finance Association, Chicago, Illinois, December 28-30, 1987 (Jul., 1988), pp. 734-735
- DOI
- 10.2307/2328196
- Volume
- 43
- Issue
- 3
- Pages
- 734
- Sources
- openalex crossref