Funds, factors, and diversification in arbitrage pricing models.

Funds, factors, and diversification in arbitrage pricing models.

Bibliografiske detaljer
Hovedforfatter: Chamberlain, Gary
Format: Bog
Sprog:English
Udgivet: Madison Social Systems Research Institute, University of Wisconsin-Madison 1982.
Serier:Workshop series / Social Systems Research Institute 8222
Fag:
Arbitrage.
Capital assets pricing model.