A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029): Difference between revisions
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| Property / cites work: A unified beta pricing theory / rank | |||
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| Property / cites work: An Intertemporal Capital Asset Pricing Model / rank | |||
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Revision as of 10:15, 28 May 2024
scientific article; zbMATH DE number 1106713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS |
scientific article; zbMATH DE number 1106713 |
Statements
A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (English)
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21 January 1998
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factor pricing
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APT
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law of one price
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empirical tests of asset pricing
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