The existence theorem of approximate multibeta representation for multifactor pricing models with unobservable omitted variables : a technical note
Jau-Lian Jeng
| Year of publication: |
2008
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| Authors: | Jeng, Jau-Lian |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 19.2008, 1, p. 11-18
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| Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing | Risikoprämie | Risk premium | Modellierung | Scientific modelling |
| 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://ebvufind01.dmz1.zbw.eu/10003742496