Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Year of publication: |
1984
|
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Authors: | Sharpe, William F. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 11.1984, 1, p. 21-25
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Arbitrage | Theorie | Theory |
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