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Funds, Factors, and Diversification in Arbitrage Pricing Models
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Funds, Factors, and Diversification in Arbitrage Pricing Models
Funds, Factors, and Diversification in Arbitrage Pricing Models
GC
Gary Chamberlain
Gary Chamberlain
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1 September 1983
journal article
Published by
JSTOR
in
Econometrica
Vol. 51
(5)
,
1305
https://doi.org/10.2307/1912276
Abstract
We present a definition of factor structure that is less restrictive than the one typically used in arbitrage pricing models. Our factor structure restrictions ...
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Cited by 310 articles