An explicit bound on individual assetsʹ deviations from APT pricing in a finite economy
Philip H. Dybvig
| Year of publication: |
1983
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|---|---|
| Authors: | Dybvig, Philip H. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 12.1983, 4, p. 483-496
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Notes: | APT = Arbitrage pricing theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002109412