Arbitrage pricing theory in ergodic markets (Q4584704)
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scientific article; zbMATH DE number 6931444
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| default for all languages | No label defined |
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| English | Arbitrage pricing theory in ergodic markets |
scientific article; zbMATH DE number 6931444 |
Statements
ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (English)
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4 September 2018
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arbitrage pricing theory
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beta
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common risk
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ergodicity
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expected return
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factor model
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idiosyncratic risk
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seemingly unrelated regression
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0.8070539832115173
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0.8050902485847473
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0.7771966457366943
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0.7736310362815857
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