Funds, Factors, and Diversification in Arbitrage Pricing Models
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Publication:3674365
DOI10.2307/1912276zbMath0523.90018OpenAlexW1978409019MaRDI QIDQ3674365
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912276
financeportfolio selectionfactor structurearbitrage pricing modelsbounds on the approximation errorfactor varianceidiosyncratic variance
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