The following pages link to On the arbitrage pricing theory (Q1338108):
Displaying 26 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- The incompleteness problem of the APT model (Q719016) (← links)
- Interpreting the factor risk premia in the arbitrage pricing theory (Q761333) (← links)
- On tests of the arbitrage pricing theory (Q791417) (← links)
- A note on arbitrage in term structure (Q940999) (← links)
- Arbitrage theory. Introductory lectures on arbitrage-based financial asset pricing (Q1072904) (← links)
- On the robustness of factor structures to asset repackaging (Q1300417) (← links)
- Diversification and equilibrium in securities markets (Q1367763) (← links)
- Factor analysis and arbitrage pricing in large asset economies (Q1381998) (← links)
- Arbitrage and universal pricing. (Q1605214) (← links)
- State space methods in asset pricing (Q1825112) (← links)
- The arbitrage pricing theorem with non-expected utility preferences (Q1893213) (← links)
- Arbitrage approximation theory (Q1972343) (← links)
- Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
- The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
- Arbitrage theory (Q2771099) (← links)
- Arbitrage Values Generally Depend On A Parametric Rate of Return (Q4345915) (← links)
- ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704) (← links)
- Some comments on the APT (Q4646801) (← links)
- (Q4793186) (← links)
- (Q4793190) (← links)
- Arbitrage and pricing in a general model with flows (Q4829394) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Arbitrage Theory in Continuous Time (Q5216742) (← links)
- General Arbitrage Pricing Model: I – Probability Approach (Q5423766) (← links)
- Arbitrage Theory in Continuous Time (Q5710171) (← links)
