An Application of the Arbitrage Pricing Theory Using Canonical Correlation Analysis
- 期刊名称Managerial Finance
- 作者Christofi, Andreas C.; Christofi, Petros C.; Philippatos, George C.
- 卷第19卷
- 印刷ISSN0307-4358
- 文件大小809.36KB
- 发表时间1993-03
- DOI10.1108/eb013718
- 页码68-85
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