Arbitrage Pricing Theory: The Way Forward
Year of publication: |
1985
|
---|---|
Authors: | Stapleton, Richard ; Connor, Gregory ; Subrahmanyam, Marti G. ; Luedecke, Bernd P. |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 10.1985, 1, p. 109-130
|
Publisher: |
Australian School of Business |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Background Risk and Trading in a Full-Information Rational Expectations Economy
Stapleton, Richard, (2013)
-
Arbitrage Pricing, Factor Structure, Eigenvectors and all That—An Exposition
Luedecke, Bernd P., (1986)
-
An empirical investigation into arbitrage and approximate K-factor structure on large asset markets
Luedecke, Bernd P., (1984)
- More ...