Arbitrage and the evaluation of linear factor models in UK stock returns
Jonathan Fletcher
| Year of publication: |
2010
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|---|---|
| Authors: | Fletcher, Jonathan |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 45.2010, 2, p. 449-468
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| Subject: | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Arbitrage | Großbritannien | United Kingdom | Faktorenanalyse | Factor analysis | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003974102