Multifactor models do not explain deviations from the CAPM:
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Bibliographic Details
Main Author: MacKinlay, Archie Craig 1955- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. 1994
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4756
Subjects:
Physical Description:31 S. graph. Darst.