ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704)
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scientific article; zbMATH DE number 6931444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARBITRAGE PRICING THEORY IN ERGODIC MARKETS |
scientific article; zbMATH DE number 6931444 |
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ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (English)
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4 September 2018
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arbitrage pricing theory
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beta
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common risk
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ergodicity
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expected return
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factor model
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idiosyncratic risk
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seemingly unrelated regression
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