Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (Q3674364)
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scientific article; zbMATH DE number 3829585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets |
scientific article; zbMATH DE number 3829585 |
Statements
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (English)
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1983
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mean-variance analysis
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arbitrage
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market with many assets
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risk-free investment
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approximate factor structure
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principal component analysis
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finance
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continuous portfolio costs
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