Economic Perspectives XXIII (3) Third quarter 1999 (Federal Reserve Bank of Chicago), also NBER working paper 7169. This is a review essay of the transition from unpredictable returns and CAPM to predictable returns and multifactor models.
Economic Perspectives XXIII (3) Third quarter 1999 (Federal Reserve Bank of Chicago), also NBER working paper 7169. This is a review essay of the transition from unpredictable returns and CAPM to predictable returns and multifactor models.