The small noise arbitrage pricing theory and its welfare implications
Stephen E. Satchell
| Year of publication: |
2005
|
|---|---|
| Authors: | Satchell, Stephen |
| Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 150-158
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Wohlfahrtsanalyse | Welfare analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003304035