Funds, factors, and diversification in arbitrage pricing models.

Detalhes bibliográficos
Autor principal:	Chamberlain, Gary
Formato:	Livro
Idioma:	English
Publicado em:	Madison Social Systems Research Institute, University of Wisconsin-Madison 1982.
Colecção:	Workshop series / Social Systems Research Institute 8222
Assuntos:	Arbitrage. Capital assets pricing model.