Multifactor models and their consistency with the ICAPM

Paulo Maio, Pedro Santa-Clara

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

104 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of Financial Economics
Volym	106
Nummer	3
Sidor (från-till)	586-613
Antal sidor	28
ISSN	0304-405X
DOI	https://doi.org/10.1016/j.jfineco.2012.07.001
Status	Publicerad - 12.2012
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@article{a897fa2c32914d22827f1a85118a1475,

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

keywords = "511 Economics, KOTA2012",

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

year = "2012",

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doi = "10.1016/j.jfineco.2012.07.001",

language = "English",

volume = "106",

pages = "586--613",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier BV * North-Holland",

number = "3",

}

TY - JOUR

T1 - Multifactor models and their consistency with the ICAPM

AU - Maio, Paulo

AU - Santa-Clara, Pedro

PY - 2012/12

Y1 - 2012/12

KW - 511 Economics

KW - KOTA2012

U2 - 10.1016/j.jfineco.2012.07.001

DO - 10.1016/j.jfineco.2012.07.001

M3 - Article

SN - 0304-405X

VL - 106

SP - 586

EP - 613

JO - Journal of Financial Economics

JF - Journal of Financial Economics

IS - 3

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