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

Research showcase - Dimitri Vayanos

Jack Treynor Prize for Professor Ian Martin

Sustainable Investing Paper Wins Outstanding Research Award

Events

Elements of a Theory of the Responsible Firm

Shareholder Preferences and Shareholder Democracy

May Contain Lies: How Stories, Statistics, and Studies Explo ...

Seminars

The Dynamics of Deposit Flightiness and its Impact on Financ ...

Testing the Portfolio Rebalancing Channel of Quantitative Ea ...

Voting Choice

Publications

Trading Ahead of Barbarians’ Arrival at the Gate: Insider Tr ...

Public Policies for Private Finance

Putting the Price in Asset Pricing