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Performance measurement with the arbitrage pricing theory

Connor, Gregory; Korajczyk, Robert A.

Journal of Financial Economics , Volume 15 (3): 373-394 – Mar 1, 1986

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Performance measurement with the arbitrage pricing theory

Connor, Gregory; Korajczyk, Robert A.

Journal of Financial Economics , Volume 15 (3): 373-394 – Mar 1, 1986

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Publisher: CrossRef
ISSN: 0304-405X
DOI: 10.1016/0304-405x(86)90027-9
Publisher site: See Article on Publisher Site

References

Measuring investment performance in a rational expectations equilibrium model

Admati