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Factor Models in Portfolio and Asset Pricing Theory · Study

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ChapterFactor Models in Portfolio and Asset Pricing Theory

Gregory Connor2009

Chapter2009

Factor Models in Portfolio and Asset Pricing Theory

Gregory Connor · Robert A. Korajczyk

36 citations·0/0 files stored·Springer eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Risk and Portfolio Optimization

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Stored only when both papers are in the corpus — 36 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1976The arbitrage theory of capital asset pricing 1996Multifactor Explanations of Asset Pricing Anomalies 1973An Intertemporal Capital Asset Pricing Model

Cited by

2009Risk and Return in General: Theory and Evidence

Details

Year2009

Typechapter

Published2009-12-11

VenueSpringer eBooks

Languageen

Citations36

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1007/978-0-387-77439-8_13

openalex_workW1916618105

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