Liquidity risk and arbitrage pricing theory
Umut Çetin; Robert A. Jarrow; Philip Protter
| Year of publication: |
2004
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|---|---|
| Authors: | Çetin, Umut ; Jarrow, Robert A. ; Protter, Philip E. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 3, p. 311-341
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| Subject: | CAPM | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002130310