Faculty of Industrial Engineering and Management, Technion-Israel Institute of Technology, Haifa 32000, Israel. I received helpful comments from seminar participants at the University of Maryland, the University of Rochester, Washington University, and Yale University. I am especially grateful to J. Shanken for suggestions and comments that improved the exposition of the paper.
Reference Variables, Factor Structure, and the Approximate Multibeta Representation
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 4, pages 1303–1314, September 1992
How to Cite
REISMAN, H. (1992), Reference Variables, Factor Structure, and the Approximate Multibeta Representation. The Journal of Finance, 47: 1303–1314. doi: 10.1111/j.1540-6261.1992.tb04659.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!