Some empirical tests of the arbitrage pricing theory using transformation analysis.
Testovanie teórie arbitrážnych cien pri použití mesačných časových údajov fínskych podnikov kótovaných na Helsinskej burze v období 1970-86 - tri bežne používané indexy. Teória arbitrážnych cien ako model vysvetľujúci vzťahy medzi návratnosťou a rizikom. Použité údaje a štatistické metódy - faktorov...
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