THE ARBITRAGE PRICING THEORY APPROACH TO STRATEGIC PORTFOLIO PLANNING

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ROLL RICHARD; A. ROSS STEPHEN

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCIAL ANALYSTS Year:1984 | Volume:40 | Issue:3 Page(s): 14-19

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Information Journal Paper

Title

THE ARBITRAGE PRICING THEORY APPROACH TO STRATEGIC PORTFOLIO PLANNING

Author(s)

ROLL RICHARD | A. ROSS STEPHEN | Issue Writer Certificate

Keywords

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Abstract

Cites

APPLICATION INVESTIGATION OF GENETIC-NELDER-MEAD HYBRIDIZED-HEURISTIC ALGORITHM IN PORTFOLIO OPTIMIZATION
INVESTIGATING THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND STOCK INDEX RETURNS IN CASH: TEHRAN STOCK EXCHANGE

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APA: Copy

ROLL, RICHARD, & A. ROSS, STEPHEN. (1984). THE ARBITRAGE PRICING THEORY APPROACH TO STRATEGIC PORTFOLIO PLANNING. JOURNAL OF FINANCIAL ANALYSTS, 40(3), 14-19. SID. https://sid.ir/paper/595021/en

Vancouver: Copy

ROLL RICHARD, A. ROSS STEPHEN. THE ARBITRAGE PRICING THEORY APPROACH TO STRATEGIC PORTFOLIO PLANNING. JOURNAL OF FINANCIAL ANALYSTS[Internet]. 1984;40(3):14-19. Available from: https://sid.ir/paper/595021/en

IEEE: Copy

RICHARD ROLL, and STEPHEN A. ROSS, “THE ARBITRAGE PRICING THEORY APPROACH TO STRATEGIC PORTFOLIO PLANNING,” JOURNAL OF FINANCIAL ANALYSTS, vol. 40, no. 3, pp. 14–19, 1984, [Online]. Available: https://sid.ir/paper/595021/en

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