Multifactor Models Do Not Explain Deviations from the CAPM
收藏NBER1994-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4756
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资源简介：
A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations. These explanations can be divided into two main categories - the risk based alternatives and the nonrisk based alternatives.
提供机构：
美国国家经济研究局
创建时间：
1994-06-01
