Galton's error and the under-representation of systematic risk

Journal of Banking and Finance

Volumn 23, Issue 12, 1999, Pages 1793-1829

  Los, Cornelis A ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

APT; Asset valuation; CAPM; Galton; Mutual funds; Securities market line; Systematic risk

Indexed keywords

EID: 0033472970     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00038-2     Document Type: Article

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