Asymptotic arbitrage and the APT with or without measure-theoretic structures
M. Ali Khan and Yeneng Sun
| Year of publication: |
2001
|
|---|---|
| Authors: | Khan, M. Ali ; Sun, Yeneng |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 101.2001, 1, p. 222-251
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | CAPM | Theorie | Theory | Indexberechnung | Index construction | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | APT = arbitrage pricing theory In: Journal of economic theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001638703