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Factor analysis and arbitrage pricing in large asset economies
Najjar, Nabil I. al- - In: Journal of economic theory 78 (1998) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10001235172
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On the robustness of factor structures to asset repackaging
Najjar, Nabil I. al- - In: Journal of mathematical economics 31 (1999) 3, pp. 309-320
Persistent link: https://www.econbiz.de/10001418928
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Factor structures and arbitrage pricing in large asset markets
Najjar, Nabil I. al- - 1995
Persistent link: https://www.econbiz.de/10000930704
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On the robustness of factor structures to asset repackaging
Najjar, Nabil I. al- - 1996
Persistent link: https://www.econbiz.de/10000949481