The law of one accounting variable

DOI10.1080/14697688.2012.713114MaRDI QIDQ5746765zbMATH OpenOpenAlexFDO

Authors Haim Reisman

Publication date 8 February 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2012.713114

zbMATH Keywords

arbitrage pricingasset pricingmarket anomaliesmulti-factor models

Mathematics Subject Classification ID

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Cites work

• A General Approach to the Arbitrage Pricing Theory (APT)
• Common risk factors in the returns on stocks and bonds

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