Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory (original) (raw)

The Journal of Finance, 1985

Abstract

... of the "universe" or "subset" of assets is as important to tests of the APT model as the misspecification of the market portfolio is to tests of the CAPM. 'There are only six missing observations out of 240 in Sample 2. There are none in Sample 1. Page 4. 46 The Journal of ...

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