Competing transformation models

DOI10.1108/03684929910267789MaRDI QIDQ4269857zbMATH OpenOpenAlexFDO

Authors Jaana Aaltonen, Ralf Östermark

Publication date 28 February 2000

Published in Kybernetes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/03684929910267789

zbMATH Keywords

Arbitrage Pricing Modelscyberneticsfinancepricingtransformation analysis

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General systems theory (93A99)

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Cites work

• A simple approach to arbitrage pricing theory
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Funds, Factors, and Diversification in Arbitrage Pricing Models
• scientific article; zbMATH DE number 3483358 (Why is no real title available?)
• On the riskiness of the world's stock markets
• Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies

Cited in

(1)

• Structural modelling of global capital asset pricing

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