A simple approach to arbitrage pricing theory-Reference-Cited by-同舟云学术

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A simple approach to arbitrage pricing theory

Published:1982-10 Issue:1 Volume:28 Page:183-191
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Huberman Gur

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference11 articles.

1. Arbitrage and mean-variance analysis of large asset markets;Chamberlain,1980

2. Empirical evidence of the arbitrage pricing theory;Chen,1980

3. The arbitrage pricing theory: Estimation and applications;Chen,1980

4. Asset Prices in a Well-Diversified Economy;Connor,1980

5. Counterexaples to Ross' arbitrage asset pricing model;Kwon,1980

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2. 3D-PCA: Factor Models with Restrictions;SSRN Electronic Journal;2024

3. Arbitrage Opportunities and the First Fundamental Theorem of Asset Pricing in an Infinite Market;2024

4. The Arbitrage Pricing Theory (APT) with Arbitrage Opportunities;2024

5. Testing Pricing Errors of Models with Latent Factors and Firm Characteristics as Covariances;Management Science;2023-05-11

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