A UNIFIED BETA PRICING THEORY

被引：119

作者：

CONNOR, G

机构：

来源：

关键词：

D O I：

10.1016/0022-0531(84)90159-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：13 / 31

页数：19

共 14 条

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[3]

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[7] AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY [J].

ROLL, R ;

ROSS, SA .

[8] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J].

ROSS, SA .

ROSS, SA .

[10]

ROSS SA, 1977, RISK RETURN FINANCE, V1, P189