Reference variables, factor structure, and the approximate multibeta representation
Year of publication: |
1992
|
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Authors: | Reisman, Haim |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 4, p. 1303-1314
|
Subject: | CAPM | Arbitrage | Risiko | Risk | Theorie | Theory |
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