A General Theory of Arbitrage Pricing: When the Residual Risks are Dependent and Their Second Moments Do not Exist

Wang, Tay-ChangTay-ChangWangLee, Chwan-JenChwan-JenLee2009-04-202018-06-292009-04-202018-06-291995http://scholars.lib.ntu.edu.tw/handle/123456789/318559TokyoA General Theory of Arbitrage Pricing: When the Residual Risks are Dependent and Their Second Moments Do not Existconference paper