关于他的优缺点
以及他的扩充ARBITRAGE PRICING THEORY APT模型的文献资料
The CAPM debate.pdf
(297.58 KB)
The CAPM is Wanted, Dead or Alive.pdf
(301 KB)
Understanding Risk and Return, the CAPM, and the Fama-French Three-Factor Model.pdf
(271.21 KB)
Yes, The APT is Testable.pdf
(340.67 KB)
The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues.pdf
(1.38 MB)
FAMA.pdf
(2.43 MB)
Fama and french 2004.pdf
(282.8 KB)
Capm2004.pdf
(5.83 MB)
ARBITRAGE PRICING THEORY.pdf
(629.83 KB)
A New Empirical Perspective on the CAPM (1981).pdf
(1.54 MB)



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