Multifactor models and their consistency with the ICAPM

Paulo Maio, Pedro Santa-Clara

Research output: Contribution to journal › Article › Scientific › peer-review

104 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Financial Economics
Volume	106
Issue number	3
Pages (from-to)	586-613
Number of pages	28
ISSN	0304-405X
DOIs	https://doi.org/10.1016/j.jfineco.2012.07.001
Publication status	Published - 12.2012
MoE publication type	A1 Journal article - refereed

Keywords

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title = "Multifactor models and their consistency with the ICAPM",

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author = "Paulo Maio and Pedro Santa-Clara",

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AU - Santa-Clara, Pedro

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