Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas

Journal of Financial and Quantitative Analysis

Volumn 32, Issue 2, 1997, Pages 205-224

  Kryzanowski, Lawrence ^a   Lalancette, Simon ^b   To, Minh Chau ^c  

^a Civil and Environmental Engineering   (Canada)

^b UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^c HEC MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031535216     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331173     Document Type: Article

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