Asymptotic arbitrage and the APT with or without measure-theoretic structures
Year of publication: |
2001
|
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Authors: | Khan, Ali ; Sun, Yeneng |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 101.2001, 1, p. 222-251
|
Subject: | Arbitrage Pricing | Arbitrage pricing | CAPM | Theorie | Theory | Indexberechnung | Index construction | Autokorrelation | Autocorrelation |
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