A mean-variance derivation of a multi-factor equilibrium model /
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author | 452741 Ehrhardt, Michael C. |
author_facet | 452741 Ehrhardt, Michael C. |
author_sort | 452741 Ehrhardt, Michael C. |
collection | OCEAN |
description | 28 |
first_indexed | 2024-03-05T04:51:12Z |
format | |
id | KOHA-OAI-TEST:327150 |
institution | Universiti Teknologi Malaysia - OCEAN |
last_indexed | 2024-03-05T04:51:12Z |
record_format | dspace |
spelling | KOHA-OAI-TEST:3271502020-12-19T17:11:03ZA mean-variance derivation of a multi-factor equilibrium model / 452741 Ehrhardt, Michael C. 28PSZJBLCapital assets pricing modelEquilibrium (Economics)Arbitrage |
spellingShingle | Capital assets pricing model Equilibrium (Economics) Arbitrage 452741 Ehrhardt, Michael C. A mean-variance derivation of a multi-factor equilibrium model / |
title | A mean-variance derivation of a multi-factor equilibrium model / |
title_full | A mean-variance derivation of a multi-factor equilibrium model / |
title_fullStr | A mean-variance derivation of a multi-factor equilibrium model / |
title_full_unstemmed | A mean-variance derivation of a multi-factor equilibrium model / |
title_short | A mean-variance derivation of a multi-factor equilibrium model / |
title_sort | mean variance derivation of a multi factor equilibrium model |
topic | Capital assets pricing model Equilibrium (Economics) Arbitrage |
work_keys_str_mv | AT 452741ehrhardtmichaelc ameanvariancederivationofamultifactorequilibriummodel AT 452741ehrhardtmichaelc meanvariancederivationofamultifactorequilibriummodel |