Work

Multifactor Portfolio Efficiency and Multifactor Asset Pricing

Year: 1996

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331355

Author: Eugene F. Fama

Institution: University of Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2008925483

FWCI: 10.13

Cites: 31

Cited by: 299

Related to: 10