GOVERNMENT BOND RETURNS, MEASUREMENT OF INTEREST-RATE RISK, AND THE ARBITRAGE PRICING THEORY

被引：13

作者：

GULTEKIN, NB ^{[1
]}

ROGALSKI, RJ ^{[1
]}

机构：

[1] DARTMOUTH COLL, AMOS TUCK SCH BUSINESS ADM, HANOVER, NH 03755 USA

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 01期

关键词：

D O I：

10.2307/2328047

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：43 / 61

页数：19

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[10] SOME RESULTS IN THE THEORY OF ARBITRAGE PRICING [J].

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