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The residual market factor, the APT, and mean-variance efficiency

✍ Scribed by Edwin Burmeister; Marjorie B. McElroy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean-variance efficiency of the market p

✍ Abraham Lioui; Patrice Poncet 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB 👁 2 views

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✍ Charles Engel; Jeffrey A. Frankel; Kenneth A. Froot; Anthony P. Rodrigues 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 765 KB

THE MEAN VARIANCE CRITERION and THE EFFI

✍ HAIM LEVY; MARSHALL SARNAT 📂 Article 📅 1971 🏛 Oxford University Press 🌐 English ⚖ 323 KB

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THE SUPERIORITY OF STOCHASTIC DOMINANCE

✍ Devinder K. Gandhi; Anthony Saunders 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 321 KB

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✍ Ruibal, C.M.; Mazumdar, M. 📂 Article 📅 2008 🏛 IEEE 🌐 English ⚖ 283 KB