Common sense on CAPM, APT, and correlated residuals

• 31 July 1982
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 8  (4) , 20-28
• https://doi.org/10.3905/jpm.1982.408876

Abstract

Keywords

• APT
• CORRELATED RESIDUALS
• COMMON SENSE ON CAPM