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Residual risk revisited

Data up to Jan 2025

Published1990
Citations192
References28

Total Citations Per Year

Abstract

References (28)

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A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

An empirical examination of the Arbitrage Pricing Theory

1988 • 287 citations

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A New Look at the Capital Asset Pricing Model

1973 • 147 citations

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1978 • 114 citations

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A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

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Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

1987 • 5 citations

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Residual risk revisited (1990) – Journal of Econometrics | Metascience Observatory Explorer