Extent: | application/pdf |
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Type of publication: | Book / Working Paper |
Notes: | ME published as Chamberlain, Gary and Michael Rothschild. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets." Econometrica, Vol. 51, No. 5 (Sept. 1983), pp. 1281-1304. Also "Funds, Factors and Diversification in Arbitrage Pricing Models, by Gary Chamberlian, see above info. Number 0996 |
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Persistent link: https://www.econbiz.de/10005778513