A multibeta representation theorem for linear asset pricing theories

Journal of Financial Economics

Volumn 46, Issue 3, 1997, Pages 357-381

  Nawalkha, Sanjay K ^a  

^a INDIANA UNIVERSITY   (United States)

Author keywords

APT; Asset pricing; Factor models; Multibeta CAPM

Indexed keywords

EID: 0031498264     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(97)00034-2     Document Type: Article

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