Arbitrage portfolios
Year of publication: |
2021
|
---|---|
Authors: | Kim, Soohun ; Korajczyk, Robert A. ; Neuhierl, Andreas |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 6, p. 2813-2856
|
Subject: | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Arbitrage | USA | United States |
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