Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

【作者(必填)】Gary Chamberlain and Michael Rothschild

【文题(必填)】Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

【年份(必填)】1983

【全文链接或数据库名称(选填)】Econometrica   Vol. 51, No. 5, Sep., 1983
http://www.jstor.org/discover/10.2307/1912275?searchUri=%2Faction%2FdoBasicSearch%3FQuery%3DArbitrage%252C%2BFactor%2BStructure%252C%2Band%2BMean-Variance%2BAnalysis%2Bon%2BLarge%2BAsset%2BMarkets%26amp%3Bfilter%3Djid%253A10.2307%252Fj100139%26amp%3BSearch%3DSearch%26amp%3Bwc%3Don%26amp%3Bfc%3Doff%26amp%3BglobalSearch%3D%26amp%3BsbbBox%3D%26amp%3BsbjBox%3D%26amp%3BsbpBox%3D&resultItemClick=true&Search=yes&searchText=Arbitrage%252C&searchText=Factor&searchText=Structure%252C&searchText=and&searchText=Mean-Variance&searchText=Analysis&searchText=on&searchText=Large&searchText=Asset&searchText=Markets&uid=3737800&uid=2134&uid=2&uid=70&uid=4&sid=21103956799583

谢谢分享

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