Factor pricing in a finite economy-Reference-Cited by-同舟云学术

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Factor pricing in a finite economy

Published:1983-12 Issue:4 Volume:12 Page:497-507
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Grinblatt Mark,Titman Sheridan

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference24 articles.

1. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

2. A new approach to testing asset pricing models: The bilinear paradigm;Brown;Journal of Finance,1983

3. Arbitrage, factor structure, and mean-variance analysis on large asset markets;Chamberlain;Econometrica,1983

4. Some empirical tests of the theory of arbitrage pricing;Chen,1982

5. Exact pricing in linear factor economies with finitely many assets: A note;Chen;Journal of Finance,1983

Cited by 141 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Time-variation, multiple testing, and the factor zoo;International Review of Financial Analysis;2022-11

2. Asset Pricing Models;Encyclopedia of Finance;2022

3. International stock return predictability;International Review of Financial Analysis;2021-11

4. Have risk premia vanished?;Journal of Financial Economics;2021-09

5. Equilibrium asset pricing and the cross section of expected returns;Annals of Finance;2021-03-24

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