Back to search

Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

Edwin Burmeister, Marjorie B. McElroy
DOI: 10.2307/2328195
The Journal of Finance

Data up to Jan 2025

Published1988
Citations46
References0
Fields
EconomicsEngineeringFinancial economicsEconometricsStructural engineering

Total Citations Per Year

Abstract

References (0)

No references found

Cited By (0)

Loading...
Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory (1988) – The Journal of Finance | Metascience Observatory Explorer