A MONTE-CARLO INVESTIGATION OF THE ACCURACY OF MULTIVARIATE CAPM TESTS

被引：29

作者：

AMSLER, CE

SCHMIDT, P

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 03期

关键词：

D O I：

10.1016/0304-405X(85)90004-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：359 / 375

页数：17

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