Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
R.W. Faff
Information about the author R.W. Faff will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
1999
This paper investigates the extra-market sensitivity of aggregate national market...
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
1998
This paper presents tests of Barone-Adesi's two-factor arbitrage pricing theory (APT),...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
