The Arbitrage Pricing Theo;ry and Macroeconomic Factor Measures
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Bibliographic InfoArticle provided by Eastern Finance Association in its journal The Financial Review.
Volume (Year): 21 (1986)
Issue (Month): 1 (February)
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- Syed Ahsan & Panagiotis Tsigaris, 2002. "Measuring the Social Discount Rate under Uncertainty: A Methodology and Application," CESifo Working Paper Series 824, CESifo Group Munich.
- Maringer, Dietmar G., 2004. "Finding the relevant risk factors for asset pricing," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 339-352, September.
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