Arbitrage, factor structure and mean-variance analysis on large asset markets
Year of publication: |
1982
|
---|---|
Authors: | Chamberlain, Gary ; Rothschild, Michael |
Publisher: |
Madison : Univ. of Wisconsin |
Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Portfolio-Management | Portfolio selection | Arbitrage | Arbitrage Pricing | Arbitrage pricing | CAPM | Finanzmarkt | Financial market |
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