Author:
BURMEISTER EDWIN,McELROY MARJORIE B.
Subject
Economics and Econometrics,Finance,Accounting
Reference27 articles.
1. A Monte Carlo Investigation of the Accuracy of Multivariate CAPM Tests;Amsler;Journal of Financial Economics,1985
2. Sorting Out Risks Using Known APT Factors;Berry;Financial Analysts Journal
3. Impacts of Alternative Degrees of Freedom Corrections in Two and Three Stage Least Squares;Binkley;Journal of Econometrics,1984
4. Edwin Burmeister Marjorie B. McElroy “APT and Multifactor Asset Pricing Models with Measured and Unobserved Factors: Theoretical and Econometric Issues.” 1987
5. The Arbitrage Pricing Theory and Macroeconomic Factor Measures;Burmeister;The Financial Review,1986
Cited by
74 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献