Tests of multifactor pricing models, volatility bounds and portfolio performance
By: Wayne E. Ferson.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 9441.; Working paper series (National Bureau of Economic Research) -- working paper no. 9441.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 94
Subjects: Investments -- Mathematical models
Notes: "January 2003."

Includes bibliographical references (p. 81-94).

Also available in PDF from the NBER world wide web site (www.nber.org).