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The arbitrage pricing theory is not robust / Margaret Bray.
Lippincott Library HG4515.2 .B73 1994 v.1-2
Available
- Format:
- Book
- Author/Creator:
- Bray, Margaret, 1954-
- Series:
- LSE Financial Markets Group discussion paper series ; no. 178 & 179.
- LSE health and social care discussion paper
- Language:
- English
- Subjects (All):
- Arbitrage--Econometric models.
- Arbitrage.
- Prices--Econometric models.
- Prices.
- Physical Description:
- 2 volumes ; 21 cm.
- Place of Publication:
- London : LSE Financial Markets Group, [1994]
- Contents:
- 1. Variance matrices and portfolio theory in pictures
- 2. Factor structures and factor pricing.
- Notes:
- "January 1994".
- Includes bibliographical references.
- OCLC:
- 77911499
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