Arbitrage, factor structure, and mean-variance analysis on large asset markets
Gary Chamberlain and Michael Rothschild
| Year of publication: |
1983
|
|---|---|
| Authors: | Chamberlain, Gary ; Rothschild, Michael |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 5, p. 1281-1304
|
| Subject: | Börsenarbitrage | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001984557