Funds, Factors, and Diversification in Arbitrage Pricing Models (Q3674365): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:28, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Funds, Factors, and Diversification in Arbitrage Pricing Models |
scientific article |
Statements
Funds, Factors, and Diversification in Arbitrage Pricing Models (English)
0 references
1983
0 references
arbitrage pricing models
0 references
factor structure
0 references
factor variance
0 references
idiosyncratic variance
0 references
bounds on the approximation error
0 references
portfolio selection
0 references
finance
0 references
