On the arbitrage pricing theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/BF01210561.pdf
Reference23 articles.
1. Arrow KJ, Lind RC (1970) Uncertainty and the evaluation of public investment decisions. Am Econ Rev 60: 364?378
2. Berberian SK (1976) Introduction to Hubert Space. Chelsea, New York
3. Chamberlain G (1983) Funds, factors and diversification in arbitrage pricing models. Econometrica 51: 1305?1323
4. Chamberlain G, Rothschild M (1983) Arbitrage, factor structure, and mean-variance analysis on large asset markets. Econometrica 51: 1281?1304
5. Connor G (1984) A unified beta pricing theory. J Econ Theory 34: 13?31
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