Tests of the multiperiod two-parameter model

DOI10.1016/0304-405X(74)90008-7MaRDI QIDQ5452374zbMATH OpenOpenAlexWikidataFDO

Authors Eugene Fama, James D. MacBeth

Publication date 3 April 2008

Published in Journal of Financial Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-405x(74)90008-7

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

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