Margaret Bray

Affiliated Faculty in other LSE Departments

Emeritus Reader in Economics, Department of Economics, LSE

Education
DPhil in Economics, Oxford University

Research Centres
STICERD Theory Group Associate

Economics | STICERD | Personal website

Publications

More publications

Discussion Papers

The Arbitrage Pricing Theory is not Robust 1: Variance Matrices and Portfolio Theory in Pictures

The assumption of the Arbitrage Pricing Theory can be formulated in terms of the variance matrix V of the returns on a finite or infinite set of asset...

January 1994

DP 178

Margaret Bray

Margaret Bray

Publications

Discussion Papers

The Arbitrage Pricing Theory is not Robust 1: Variance Matrices and Portfolio Theory in Pictures

News

LSE announces launch of an Initiative in Sustainable Finance

Vacancy: Research Assistant in Finance

Jón Danielsson on panel debating financial stability during ...

Events

Global financial system: old themes, new risks

Call for Papers: 3rd London Political Finance (POLFIN) Works ...

Seminars

Entity Neutering

The Effect of Insurance Premiums on the Housing Market and C ...

The Economics of Biodiversity Loss

Publications

Financial instability transition under heterogeneous investm ...

Corporate Social Responsibility Committee: International Evi ...

Private Companies: The Missing Link on The Path to Net Zero