A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029)
From MaRDI portal
scientific article; zbMATH DE number 1106713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS |
scientific article; zbMATH DE number 1106713 |
Statements
A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (English)
0 references
21 January 1998
0 references
factor pricing
0 references
APT
0 references
law of one price
0 references
empirical tests of asset pricing
0 references
0 references
