Work

The Relation Between Mean-Variance Efficiency and Arbitrage Pricing

Year: 1987

Type: article

Source: The Journal of Business

DOI: 10.1086/296387

Authors: Mark Grinblatt, Sheridan Titman

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016940815

FWCI: 17.66

Cites: 23

Cited by: 157

Related to: 10