EXTRA-MARKET COMPONENTS OF COVARIANCE IN SECURITY RETURNS

被引：106

作者：

ROSENBERG, B ^{[1
]}

机构：

[1] UNIV CALIF, BERKELEY, CA 94720 USA

来源：

关键词：

D O I：

10.2307/2330104

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：263 / 274

页数：12

共 11 条

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[7] PREDICTION OF SYSTEMATIC AND SPECIFIC RISK IN COMMON STOCKS [J].

ROSENBERG, B ;

MCKIBBEN, W .

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[9]

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