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Risk and Return in an Equilibrium APT: Application of a New Test Methodology · Study

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Risk and Return in an Equilibrium APT: Application of a New Test Methodology

Gregory Connor, Robert A. Korajczyk

1988-01-01articleMaynooth University ePrints and eTheses Archive (Maynooth University)156 citationsgreen

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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Citations in this library

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Cited by

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2016Mining Big Data Using Parsimonious Factor, Machine Learning, Variable Selection and Shrinkage Methods

2005Macro Factors in Bond Risk Premia

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2024Missing Financial Data

20117. Multifactor Models Do Not Explain Deviations from the CAPM

Details

Year1988

Typearticle

VenueMaynooth University ePrints and eTheses Archive (Maynooth University)

Languageen

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openalex_workW1544508421

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