Market proxies as factors in linear asset pricing models: Still living with the roll critique
| Autor: | Prono, Todd |
|---|---|
| Zdroj: | In Journal of Empirical Finance March 2015 31:36-53 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Prono, Todd |
|---|---|
| Zdroj: | In Journal of Empirical Finance March 2015 31:36-53 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect