A CRITICAL REEXAMINATION OF THE EMPIRICAL-EVIDENCE ON THE ARBITRAGE PRICING THEORY

被引：96

作者：

DHRYMES, PJ ^{[1
]}

FRIEND, I ^{[1
]}

GULTEKIN, NB ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104

来源：

关键词：

D O I：

10.2307/2327863

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：323 / 346

页数：24

共 19 条

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[4]

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[5]

DHRYMES PJ, 1983, 184 COL U DEP EC DIS

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[7]

DHRYMES PJ, 1978, INTRO ECONOMETRICS

[8]

ELTON EJ, 1981, MODERN PORTFOLIO THE

[9] A SIMPLE APPROACH TO ARBITRAGE PRICING THEORY [J].

HUBERMAN, G .

[10]

HUGHES P, 1981, UNPUB TEST ARBITRAGE