Multifactor models do not explain deviations from the CAPM
By: A. Craig MacKinlay.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4756; Working paper series (National Bureau of Economic Research) -- working paper no. 4756.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Capital assets pricing model.; Capital -- Mathematical models.; Finance -- Mathematical models.; Investments -- Mathematical models.
Notes: "June 1994."

Includes bibliographical references (p. 29-31).

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