Asymptotic arbitrage and asset pricing models on general index sets and on the Lebesgue continuum
Year of publication: |
1998
|
---|---|
Authors: | Khan, M. Ali ; Sun, Yeneng |
Publisher: |
[Baltimore, MD] |
Subject: | Arbitrage Pricing | Arbitrage pricing | CAPM | Theorie | Theory | Indexberechnung | Index construction | Autokorrelation | Autocorrelation |
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