Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets.
| Year of publication: |
1983
|
|---|---|
| Authors: | Chamberlain, Gary ; Rothschild, Michael |
| Published in: |
Econometrica. - Econometric Society. - Vol. 51.1983, 5, p. 1281-304
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005231690