DO ARBITRAGE-PRICING MODELS EXPLAIN THE PREDICTABILITY OF STOCK RETURNS

被引：0
|
作者：
FERSON, W [1 ]
KORAJCZYK, RA [1 ]
机构：
[1] UNIV WASHINGTON,SCH BUSINESS ADM,SEATTLE,WA 98195
来源：
JOURNAL OF FINANCE | 1993年 / 48卷 / 03期
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D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
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页码：1085 / 1085
页数：1
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