Competing transformation models

DOI10.1108/03684929910267789zbMath0932.93003OpenAlexW1528498218MaRDI QIDQ4269857

Jaana Aaltonen, Ralf Oestermark

Publication date: 28 February 2000

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03684929910267789

zbMATH Keywords

financepricingcyberneticstransformation analysisArbitrage Pricing Models

Mathematics Subject Classification ID

Cites Work

• On the riskiness of the world's stock markets
• Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
• A simple approach to arbitrage pricing theory
• Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
• Funds, Factors, and Diversification in Arbitrage Pricing Models
• Unnamed Item

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