POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513)
From MaRDI portal
scientific article; zbMATH DE number 6139567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE |
scientific article; zbMATH DE number 6139567 |
Statements
POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (English)
0 references
28 February 2013
0 references
Jensen's alpha
0 references
betas
0 references
excess expected return
0 references
state price density
0 references
arbitrage opportunities
0 references
martingale measures
0 references
local martingale measures
0 references
systematic risk
0 references
performance evaluation
0 references
asset pricing model
0 references
CAPM
0 references
ICAPM
0 references
CCAPM
0 references
APT
0 references
