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Risk and return in an equilibrium APT

Connor, Gregory; Korajczyk, Robert A.

Journal of Financial Economics , Volume 21 (2): 255-289 – Sep 1, 1988

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Risk and return in an equilibrium APT

Connor, Gregory; Korajczyk, Robert A.

Journal of Financial Economics , Volume 21 (2): 255-289 – Sep 1, 1988

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Publisher: CrossRef
ISSN: 0304-405X
DOI: 10.1016/0304-405x(88)90062-1
Publisher site: See Article on Publisher Site

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Performance measurement with the arbitrage pricing theory: A new framework for analysis

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Risk return, and equilibrium: Empirical tests

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