Pages that link to "Item:Q1381998"
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The following pages link to Factor analysis and arbitrage pricing in large asset economies (Q1381998):
Displaying 19 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
- Interpreting the factor risk premia in the arbitrage pricing theory (Q761333) (← links)
- A unified beta pricing theory (Q798244) (← links)
- Finding the relevant risk factors for asset pricing (Q957015) (← links)
- On the robustness of factor structures to asset repackaging (Q1300417) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- Exact arbitrage and portfolio analysis in large asset markets (Q1411091) (← links)
- Prices as factors: approximate aggregation with incomplete markets. (Q1605417) (← links)
- State space methods in asset pricing (Q1825112) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- Factor uniqueness in the S\(\&\)P 500 universe: can proprietary factors exist? (Q2842533) (← links)
- A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
- Structural modelling of global capital asset pricing (Q4546900) (← links)
- ARBITRAGE PRICING THEORY IN ERGODIC MARKETS (Q4584704) (← links)
- Asymptotic arbitrage and the APT with or without measure-theoretic structures. (Q5956282) (← links)
- Cross-section without factors: a string model for expected returns (Q6592278) (← links)
