Chamberlain, Gary Funds, factors, and diversification in arbitrage pricing models. (English) Zbl 0523.90018 Econometrica 51, 1305-1323 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 45 Documents MSC: 91B28 Finance etc. (MSC2000) Keywords:arbitrage pricing models; factor structure; factor variance; idiosyncratic variance; bounds on the approximation error; portfolio selection; finance PDFBibTeX XMLCite \textit{G. Chamberlain}, Econometrica 51, 1305--1323 (1983; Zbl 0523.90018) Full Text: DOI