B. MCELROYS, orting Out Risks Using Known APT Factors, Financial Analysts Journal, 44 (March-April 1988), 29-42. BRENNAN,
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B. MCELROY"S, orting Out Risks Using Known APT Factors," Financial Analysts Journal, 44
(March-April 1988), 29-42.
BRENNAN, MICHAEL J., TARUNC HORDMa,n d AVANDIDHAR SURRAHMANY"AAMlte, rnative Factor Specifications, Security Characteristics, and the Cross-Section of Expected Stock Returns,"
Journal of Financial Economics, 49 (September 1998), 345-73.
CHEN, NAI-Fu, "Some Empirical Tests of the Theory of Arbitrage Pricing," rournal of Finance, 38
(December 1983), 1194.
CHEN,N AI-Fu, RICHARD ROLL, and STEPHEAN. ROSS,
"Economic Forces and the Stock Market,"
Journal of Business, 59 (July 1986), 383-403.
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