An explicit bound on individual assets' deviations from APT pricing in a finite economy-Reference-Cited by-同舟云学术

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An explicit bound on individual assets' deviations from APT pricing in a finite economy

Published:1983-12 Issue:4 Volume:12 Page:483-496
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Dybvig Philip H.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference16 articles.

1. A simple econometric approach for utility-based asset pricing models;Brown,1982

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

3. Exact pricing in linear factor models with finitely many assets;Chen;Journal of Finance,1983

4. Asset pricing theory in factor economies;Connor,1980

5. Expectations and the structure of share prices;Cragg,1982

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