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Derivation of the arbitrage pricing model (ATP)

Authors

  • Jorge Gregoire C. Universidad de Chile
  • Salvador Zurita L. Universidad de Chile
Vol. 2 No. 1 (1995): (January-June)
https://doi.org/10.5354/0719-0816.1995.56696
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Abstract

The purpose of this note is to clarify an aspect of linear algebra that appears in the development of Ross 1976's arbitration theory, as presented, for example, in Copeland and Weston 1988.

Keywords:

Linear Algebra , Arbitration Theory
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Universidad de Chile
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