GENERAL FACTOR MODELS AND THE STRUCTURE OF SECURITY RETURNS

被引：20

作者：

KRYZANOWSKI, L ^{[1
]}

TO, MC ^{[1
]}

机构：

[1] UNIV QUEBEC, MONTREAL H3C 3P8, QUEBEC, CANADA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1983年 / 18卷 / 01期

关键词：

D O I：

10.2307/2330803

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：31 / 52

页数：22

共 50 条

[1] INTERDEPENDENT STRUCTURE OF SECURITY RETURNS
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