A comparison of the APT and CAPM a note

Author:

Jarrow Robert,Rudd Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

1. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979

2. The theory of financial decisions;Haley,1979

3. An empirical investigation of the arbitrage pricing theory;Roll;Journal of Finance,1980

4. The arbitrage theory of capital asset pricing;Ross;Journal of Economic Theory,1976

5. Return, risk and arbitrage;Ross,1977

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