Title A further test of arbitrage pricing in the Australian equity market : multivariate evidence / by Robert W. Faff

Published [Clayton, Vic.] : Monash University, Dept. of Accounting and Finance, 1990

Copies

Location	Call no.	Vol.	Availability
ADPML SPLGA	657 Mon/Dpm	no.11/90	LIB USE ONLY

Description 38 pages : illustrations ; 30 cm Series Discussion paper / Monash University, Department of Accounting and Finance ; no. 11/90 Discussion paper (Monash University. Department of Accounting and Finance) ; no. 90/11 Bibliography Bibliography: pages 36-38 Subject Arbitrage -- Mathematical models. Author Monash University. Department of Accounting and Finance ISBN 0646085344 (not printed on item)

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