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THE ARBITRAGE PRICING THEORY, THE MARKET PORTFOLIO AND AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITY MARKET LINE
Author(s) -
Born Jeffery A.
Publication year - 1984
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1984.tb00526.x
Subject(s) - ambiguity , arbitrage , portfolio , financial economics , citation , security market , economics , computer science , finance , linguistics , library science , philosophy