Deriving the arbitrage pricing theory when the number of factors is unknown

DOI10.1088/1469-7688/1/5/302MaRDI QIDQ4646503zbMATHOpenAlexFDO

Authors

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/1/5/302

zbMATH Keywords

arbitrage pricing theory

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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Cited in

(3)

• The incompleteness problem of the APT model
• Some comments on the APT
• NFA FOR FACTOR NUMBER DETERMINATION IN APT

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