On the general validity of the mean-variance approach in large markets
Year of publication: |
1982
|
---|---|
Authors: | Ross, Stephen A. |
Published in: |
Financial economics : essays in honor of Paul Cootner. - Englewood Cliffs, N.J : Prentice-Hall, ISBN 0-13-315291-X. - 1982, p. 52-84
|
Subject: | Kapitalanlage Portefeuilleplanung | Börsenarbitrage |
-
Some results in the theory of arbitrage pricing
Ingersoll jr., Jonathan E., (1984)
-
The arbitrage pricing theory : is it testable?
Shanken, Jay, (1982)
-
An arbitrage princing approach to evaluating mutual fund performance
Chang, Eric C., (1985)
- More ...
-
Ross, Stephen A., (1988)
-
Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu, (1983)
-
Goetzmann, William N., (1998)
- More ...