Chapter: The Linear Structure of Capital Asset Pricing Models

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Home > Arbitrage Theory: Introductory Lectures on Arbitrage-Based Financial Asset Pricing > The Linear Structure of Capital Asset Pricing Models

Arbitrage Theory: Introductory Lectures on Arbitrage-Based Financial Asset Pricing |

Jochen E.M. Wilhelm

Springer Berlin Heidelberg

Arbitrage Theory: Introductory Lectures on Arbitrage-Based Financial Asset Pricing

The Linear Structure of Capital Asset Pricing Models

Chapter Info

Authors

Jochen E. M. Wilhelm

ARI Id

1664448334151_1722344

Access

Not Available Free

Pages

3-39

DOI

10.1007/978-3-642-50094-7_2

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-50094-7_2

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		I-VII
Introduction	Jochen E. M. Wilhelm	1-2
The Linear Structure of Capital Asset Pricing Models	Jochen E. M. Wilhelm	3-39
Taxonomy of Arbitrage in Financial Markets	Jochen E. M. Wilhelm	40-42
Modelling and First Consequences of Arbitrage and No-Arbitrage Conditions	Jochen E. M. Wilhelm	43-59
No-Arbitrage Conditions and the Structure of Price Systems	Jochen E. M. Wilhelm	60-80
The Structure of Asset Returns and Mean Variance Efficiency under No-Arbitrage Conditions	Jochen E. M. Wilhelm	81-89
Some Selected Applications	Jochen E. M. Wilhelm	90-107
Back Matter		108-116
Chapters/Headings	Author(s)	Pages	Info

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