Positive alphas and a generalized multiple-factor asset pricing model
Robert Jarrow; Philip Protter
| Year of publication: |
Januar 2016
|
|---|---|
| Authors: | Jarrow, Robert A. ; Protter, Philip E. |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 10.2016, 1, p. 29-48
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| Subject: | Beta model | Multiple-factor model | Arbitrage pricing | Stock alpha | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Band 10.2016, 2, March, Seite 221 |
| Other identifiers: | 10.1007/s11579-015-0149-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011446005