Factor Asset Pricing Models: CAPM and APT
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Publisher
Springer London
Link
http://link.springer.com/content/pdf/10.1007/978-1-4471-7322-9_5
Reference223 articles.
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3. Al-Najjar, N. (1999) On the robustness of factor structures to asset repackaging. Journal of Mathematical Economics, 31:309–320.
4. Allingham, M. (1990) Existence theorems in the capital asset pricing model. Econometrica, 59:1169–1174.
5. Amihud, Y. (2002) Illiquidity and stock returns: cross–sectional and time series effects. Journal of Financial Markets, 5:31–56.
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