Arbitrage and mean-variance analysis on large asset markets

Bibliographische Detailangaben
1. Verfasser:	Chamberlain, Gary
Format:	Buch
Sprache:	English
Veröffentlicht:	Madison Social Systems Research Institute, University of Wisconsin-Madison 1981.
Schriftenreihe:	Workshop series / Social Systems Research Institute 8121
Schlagworte:	Arbitrage. Analysis of variance. Commodity exchanges > Mathematical models.