On an underestimation of the return rate of the sphare in the APT model
by Henryk Kowgier
Year of publication: |
2009
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Authors: | Kowgier, Henryk |
Published in: |
Baltic Business and Socio-Economic Development 2008 : 4th International Conference, Riga, Latvia, September 30 - October 2, 2008. - Berlin : BWV, Berliner Wiss.-Verl., ISBN 978-3-8305-1743-6. - 2009, p. 275-288
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Subject: | Arbitrage Pricing | Arbitrage pricing | Rendite | Yield | Schätztheorie | Estimation theory | Theorie | Theory |
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