A simple approach to arbitrage pricing theory

DOI10.1016/0022-0531(82)90098-9zbMath0519.90017OpenAlexW2019923367MaRDI QIDQ1054627

Gur Huberman

Publication date: 1982

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(82)90098-9

zbMATH Keywords

arbitrage portfolioarbitrage theory of capital asset pricingexpected utility maximizer

Mathematics Subject Classification ID

Related Items (31)

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