Arbitrage, factor structure and mean-variance analysis on large asset markets
Gary Chamberlain and Michael Rothschild
| 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 |
| Extent: | 44 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibliogr. S. 43-44 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001517477