EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030)
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scientific article; zbMATH DE number 1106714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> |
scientific article; zbMATH DE number 1106714 |
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EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (English)
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21 January 1998
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factor analysis
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beta pricing model
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risk premium
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efficiency gain
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likelihood ratio tensor
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