JMF> Vol.2 No.3, August 2012

School of Business and Management, Azusa Pacific University, Azusa, USA
College of Business, James Madison University, Harrisonburg, USA

 

Copyright © 2012 Jau-Lian Jeng, Qingfeng Wilson Liu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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J. Jeng and Q. Liu, "Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach," Journal of Mathematical Finance, Vol. 2 No. 3, 2012, pp. 251-263. doi: 10.4236/jmf.2012.23028.

 

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