Arbitrage and mean-variance analysis on large asset markets

Arbitrage and mean-variance analysis on large asset markets

Bibliographic Details
Main Author: Chamberlain, Gary
Format: Book
Language:English
Published: Madison Social Systems Research Institute, University of Wisconsin-Madison 1981.
Series:Workshop series / Social Systems Research Institute 8121
Subjects:
Arbitrage.
Analysis of variance.
Commodity exchanges > Mathematical models.