MULTIFACTOR MODELS DO NOT EXPLAIN DEVIATIONS FROM THE CAPM

Authors
MACKINLAY AC
Citation
Ac. Mackinlay, MULTIFACTOR MODELS DO NOT EXPLAIN DEVIATIONS FROM THE CAPM, The Journal of finance, 49(3), 1994, pp. 1084-1085
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
49
Issue
3
Year of publication
1994
Pages
1084 - 1085
Database
ISI
SICI code
0022-1082(1994)49:3<1084:MMDNED>2.0.ZU;2-#