SMEAL WIKI

The alpha factor asset pricing model: A parable

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year1999
VenueJournal of Financial Markets
Typearticle
Citations131
DOI10.1016/s1386-4181(98)00005-6
OpenAlexW3121604599

Topics

Financial Markets and Investment StrategiesCapital asset pricing modelStock (firearms)EconomicsFinancial economicsAsset (computer security)