Showing 1 - 10 of 81
Persistent link: https://www.econbiz.de/10001079693
Persistent link: https://www.econbiz.de/10001274011
Persistent link: https://www.econbiz.de/10001224348
Persistent link: https://www.econbiz.de/10001491421
Persistent link: https://www.econbiz.de/10001047305
Persistent link: https://www.econbiz.de/10001147305
Persistent link: https://www.econbiz.de/10001054631
Persistent link: https://www.econbiz.de/10001057716
Focusing on capital asset returns governed by a factor structure, the Arbitrage Pricing Theory (APT) is a one-period model, in which preclusion of arbitrage over static portfolios of these assets leads to a linear relation between the expected return and its covariance with the factors. The APT,...
Persistent link: https://www.econbiz.de/10003085740
Persistent link: https://www.econbiz.de/10002132555