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Asset Pricing Models: Specification, Data and Theoretical Foundation

  • Jeng J
Springer International Publishing, (2018), 3-43
DOI: 10.1007/978-3-319-74192-5_1
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Abstract

… incur the problems of measurability and representation for the verification of a theoretical framework. Developments and extensions of arbitrage pricing theory (APT) and multi-factor asset pricing models do not make the hope of attaining robust asset pricing models any brighter. …

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APA

Jeng, J.-L. (2018). Asset Pricing Models: Specification, Data and Theoretical Foundation. In Empirical Asset Pricing Models (pp. 3–43). Springer International Publishing. https://doi.org/10.1007/978-3-319-74192-5_1

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