THE EMPIRICAL FOUNDATIONS OF THE ARBITRAGE PRICING THEORY

被引：113

作者：

LEHMANN, BN

MODEST, DM

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

[2] HOOVER INST WAR REVOLUT & PEACE,STANFORD,CA 94305

[3] UNIV CALIF BERKELEY,BERKELEY,CA 94720

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1988年 / 21卷 / 02期

关键词：

D O I：

10.1016/0304-405X(88)90061-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：213 / 254

页数：42

共 38 条

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