The residual market factor, the APT, and mean-variance efficiency
Edwin Burmeister ; Marjorie B. McElroy
| Year of publication: |
1991
|
|---|---|
| Authors: | Burmeister, Edwin |
| Other Persons: | McElroy, Marjorie (contributor) |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 1.1991, 1, p. 27-49
|
| Subject: | CAPM | Arbitrage | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | APT = Arbitrage pricing theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001102484