arbitrage pricing theory and multifactor models of asset returns
By: Gregory Connor and Robert A. Korajczyk.
Contributors: Korajczyk, Robert A.
Series: Financial markets discussion paper series / London School of Economics, Financial Markets Group -- no.149; Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.149.
Publisher: London School of Economics, Financial Markets Group
Published: 1992
Place of publication: London
Language: eng