Bayesian estimation of risk-premia in an APT context

Darsinos, Theofanis
Satchell, Stephen E.
University of Cambridge. Department of Applied Economics (United Kingdom)

Publication date

January 2003

Publisher

Cambridge (United Kingdom) : University of Cambridge, Dept. of Applied Economics

Abstract

Includes bibliographical references. Title from coverAvailable from British Library Document Supply Centre- DSC:3016. 031355(0329) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo

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Bayesian estimation of risk-premia in an APT context

Abstract

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Bayesian estimation of risk-premia in an APT context

Abstract

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