RISK AND RETURN IN AN EQUILIBRIUM APT - APPLICATION OF A NEW TEST METHODOLOGY

被引:239
作者
CONNOR, G [1 ]
KORAJCZYK, RA [1 ]
机构
[1] NORTHWESTERN UNIV,EVANSTON,IL 60208
关键词
D O I
10.1016/0304-405X(88)90062-1
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:255 / 289
页数:35
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