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ARBITRAGE PRICING THEORY FACTORS AND THEIR RELATIONSHIP TO MACRO‐ECONOMIC VARIABLES
Author(s) -
McGowan Carl B.,
Francis Jack Clark
Publication year - 1986
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1986.tb00727.x
Subject(s) - macro , citation , arbitrage , mathematical economics , economics , sociology , financial economics , computer science , library science , programming language