@article{JSFS_1992__133_4_161_0, author = {Mal\'ecot, Jean-Fran\c{c}ois}, title = {L'APT et la question du nombre de facteurs}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {161--165}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {133}, number = {4}, year = {1992}, language = {fr}, url = {http://archive.numdam.org/item/JSFS_1992__133_4_161_0/} }
TY - JOUR AU - Malécot, Jean-François TI - L'APT et la question du nombre de facteurs JO - Journal de la Société de statistique de Paris PY - 1992 SP - 161 EP - 165 VL - 133 IS - 4 PB - Société de statistique de Paris UR - http://archive.numdam.org/item/JSFS_1992__133_4_161_0/ LA - fr ID - JSFS_1992__133_4_161_0 ER -
Malécot, Jean-François. L'APT et la question du nombre de facteurs. Journal de la Société de statistique de Paris, Volume 133 (1992) no. 4, pp. 161-165. http://archive.numdam.org/item/JSFS_1992__133_4_161_0/
Bootstrapping the Number of Factors in the Arbitrage Pricing Theory", J. of Financial Research, 15-21.
, (1990), "Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory", J. of Finance, 721-733.
, ( 1988a) "Sorting out Risks Using Known APT Factors", Financial Analyst Journal, 29-42.
, ( 1988b) "A Critical Examination of the Empirical Evidence on the Arbitrage Pricing Theory", J. of Finance, 323-346.
, , (1984) "Factor Analysis as a Statistical Method, Elsevier. | MR
, (1971)The Empirical Foundations of the Arbitrage Pricing Theory II : the Optimal Construction of Basis Portfolio", Document de recherche non publié.
, (1985) "The Empirical Foundations of the Arbitrage Pricing Theory", J. of Financial Economies, 21-254.
, (1988) "A Reply", J. of Financial Economies, 347-350.
, (1984) "