Funds, Factors, and Diversification in Arbitrage Pricing Models (Q3674365): Difference between revisions
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Revision as of 13:14, 5 March 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)
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1983
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arbitrage pricing models
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factor structure
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factor variance
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idiosyncratic variance
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bounds on the approximation error
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portfolio selection
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finance
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