Factor Models in Portfolio and Asset Pricing Theory

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques
Editors	John B Guerard, Jr.
Place of Publication	New York
Publisher	Springer
Pages	401-418
State	Published - 2010

Cite this

@inbook{ee33adf50770489496ccd51b162063ff,

title = "Factor Models in Portfolio and Asset Pricing Theory",

author = "Gregory Connor and Korajczyk, {Robert A}",

year = "2010",

language = "English",

pages = "401--418",

editor = "{Guerard, Jr.}, {John B}",

booktitle = "Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques",

publisher = "Springer",

}