Determining the number of priced state variables in the ICAPM /

Determining the number of priced state variables in the ICAPM /

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Bibliographic Details
Author / Creator:	Fama, Eugene F., 1939-
Imprint:	Chicago : Center for Research in Security Prices, Graduate School of Business, University of Chicago, 1997.
Description:	19 leaves ; 28 cm.
Language:	English
Series:	Working paper series ; W.P. 447 Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 447.
Subject:	Capital assets pricing model. Stock exchanges -- Econometric models. Analysis of variance. Time-series analysis -- Econometric models. Analysis of variance. Capital assets pricing model. Stock exchanges -- Econometric models. Time-series analysis -- Econometric models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5928149

Hidden Bibliographic Details
Notes:	"First draft: January 1997. Revised: November 1997." Includes bibliographical references.

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Call Number:	HG4501.W68 no.447
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