On tests of the arbitrage pricing theory (Q791417)
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scientific article; zbMATH DE number 3850770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On tests of the arbitrage pricing theory |
scientific article; zbMATH DE number 3850770 |
Statements
On tests of the arbitrage pricing theory (English)
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1984
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arbitrage pricing
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finite economy
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mean-variance efficient portfolio
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zero residual variance
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0.88285744
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0.87810975
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0.87225515
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