POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (Q4906513)
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scientific article; zbMATH DE number 6139567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE |
scientific article; zbMATH DE number 6139567 |
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POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (English)
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28 February 2013
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Jensen's alpha
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betas
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excess expected return
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state price density
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arbitrage opportunities
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martingale measures
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local martingale measures
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systematic risk
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performance evaluation
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asset pricing model
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CAPM
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ICAPM
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CCAPM
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APT
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