A mean-variance derivation of a multi-factor equilibrium model /

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Bibliographic Details
Main Author: 452741 Ehrhardt, Michael C.
Format:
Subjects:
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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
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institution Universiti Teknologi Malaysia - OCEAN
last_indexed 2024-03-05T04:51:12Z
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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