Reference variables, factor structure, and the approximate multibeta representation
Haim Reisman
| Year of publication: |
1992
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|---|---|
| Authors: | Reisman, Haim |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 4, p. 1303-1314
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| Subject: | CAPM | Arbitrage | Risiko | Risk | 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/10001133695