Factor representing portfolios in large asset markets
Year of publication: |
2004
|
---|---|
Authors: | Sentana, Enrique |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 2, p. 257-289
|
Subject: | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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