Positive alphas and a generalized multiple-factor asset pricing model (Q253114)
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scientific article; zbMATH DE number 6551195
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| default for all languages | No label defined |
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| English | Positive alphas and a generalized multiple-factor asset pricing model |
scientific article; zbMATH DE number 6551195 |
Statements
Positive alphas and a generalized multiple-factor asset pricing model (English)
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8 March 2016
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beta model
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multiple-factor model
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arbitrage pricing
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stock alpha
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0.8130766153335571
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0.7400597929954529
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0.7297806143760681
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0.726176917552948
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0.7251936197280884
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