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Deriving the APT when the number of factors is unknown

L. Middleton

Publication Data

Title Deriving the APT when the number of factors is unknown
Author L. Middleton
Contributor S. Satchell
Publisher Judge Institute of Management Studies
Publication date 2000
Publication location Cambridge
Language English

Topics

Arbitrage :: Mathematical models
England

Catalogue Data

OBNB ID GBA040495
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 18 p.
P1042 Includes bibliographical references.

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Deriving the APT when the number of factors is unknown by L. Middleton. Published by Judge Institute of Management Studies in 2000. Publication and catalogue information, links to buy online and reader comments.

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