Work

Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance

Year: 2003

Type: book-chapter

Source: Handbook of the economics of finance

DOI: 10.1016/s1574-0102(03)01021-5

Author: Wayne E. Ferson

Institution: Boston College

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1500255290

FWCI: 4.311

Cites: 203

Cited by: 25

Related to: 10