On tests of the arbitrage pricing theory (Q791417)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On tests of the arbitrage pricing theory |
scientific article; zbMATH DE number 3850770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tests of the arbitrage pricing theory |
scientific article; zbMATH DE number 3850770 |
Statements
On tests of the arbitrage pricing theory (English)
0 references
1984
0 references
arbitrage pricing
0 references
finite economy
0 references
mean-variance efficient portfolio
0 references
zero residual variance
0 references
0 references
0.88285744
0 references
0 references
0.87810975
0 references
0 references
0.87225515
0 references
