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

DOI10.1088/1469-7688/1/5/302zbMATH Open1405.91757OpenAlexW2103029698MaRDI QIDQ4646503FDOQ4646503

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

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zbMATH Keywords

arbitrage pricing theory

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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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