On tests of the arbitrage pricing theory

DOI10.1007/BF01721086zbMath0535.90010OpenAlexW2169619694MaRDI QIDQ791417

N. E. Zubov

Publication date: 1984

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01721086

zbMATH Keywords

arbitrage pricingfinite economymean-variance efficient portfoliozero residual variance

Mathematics Subject Classification ID

Related Items (1)

On the empirical identification of risk factors in arbitrage pricing models

Cites Work

• 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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