Arbitrage, factor structure, and mean-variance analysis on large asset markets

Arbitrage, factor structure, and mean-variance analysis on large asset markets

Detalhes bibliográficos
Autor principal: Chamberlain, Gary
Formato: Livro
Idioma:English
Publicado em: Madison Social Systems Research Institute, University of Wisconsin-Madison 1982.
coleção:Workshop series / Social Systems Research Institute 8221
Assuntos:
Arbitrage.
Commodity exchanges.