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

Forum on Financial Supervision

Financing a Sustainable Future Podcast

Events

Cognitive Foundations of Finance Conference

3rd London Political Finance (POLFIN) Workshop

5th Annual Conference on Non-Bank Financial Sector and Finan ...

Seminars

Creditor-on-Creditor Violence and Secured Debt Dynamics

AI Personality Extraction from Faces: Labor Market Implicati ...

The dependence of belief dynamics on beliefs: implications f ...

Publications

Polarization, Purpose and Profit

Marketwide Memory

The surprising leadership effect accelerators have on startu ...