The arbitrage pricing model and returns on assets under uncertain inflantion
Year of publication: |
1983
|
---|---|
Authors: | Elton, Edwin |
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. 38.1983, 2, p. 525-537
|
Subject: | Börsenarbitrage | Geldwertbewegung und Zins | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Risiko | Risk | Kapitaleinkommen | Capital income |
-
The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Khudoykulov, Khurshid, (2017)
-
Beyond CAPM: an innovative factor model to optimize the risk and return trade-off
Andriotto, Mauro, (2014)
-
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel, (2018)
- More ...
-
Elton, Edwin, (1968)
-
The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation.
Elton, Edwin, (1983)
-
Elton, Edwin, (1983)
- More ...