A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029)
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scientific article; zbMATH DE number 1106713
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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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0.7377523183822632
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0.7185868620872498
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0.7126882076263428
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0.7124631404876709
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