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The empirical foundations of the arbitrage pricing theory II: The optimal construction of basis portfolios (Working paper / National Bureau of Economic Research)

Name: The empirical foundations of the arbitrage pricing theory II: The optimal construction of basis portfolios (Working paper / National Bureau of Economic Research)
Author: Bruce Neal Lehmann
ISBN: 978B00070R5M6

AuthorBruce Neal Lehmann

PublisherNational Bureau of Economic Research

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Book Details

Author(s)Bruce Neal Lehmann

PublisherNational Bureau of Economic Research

ISBN / ASINB00070R5ME

ISBN-13978B00070R5M6

Sales Rank99,999,999

MarketplaceUnited States 🇺🇸