• Title of article

    The alpha factor asset pricing model: A parable

  • Author/Authors

    Wayne E. Ferson، نويسنده , , Sergei Sarkissian، نويسنده , , Timothy Simin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    20
  • From page
    49
  • To page
    68
  • Keywords
    asset pricing , Factor models , Cross-sectional regressions , Arbitrage portfolios , Anomalies
  • Journal title
    Journal of Financial Markets
  • Serial Year
    1999
  • Journal title
    Journal of Financial Markets
  • Record number

    189364

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189364