JOINT ESTIMATION OF FACTOR SENSITIVITIES AND RISK PREMIA FOR THE ARBITRAGE PRICING THEORY

被引：56

作者：

BURMEISTER, E ^{[1
]}

MCELROY, MB ^{[1
]}

机构：

[1] DUKE UNIV,ECON,DURHAM,NC 27706

来源：

JOURNAL OF FINANCE | 1988年 / 43卷 / 03期

关键词：

D O I：

10.2307/2328195

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：721 / 735

页数：15

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