Pages that link to "Item:Q791417"
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The following pages link to On tests of the arbitrage pricing theory (Q791417):
Displaying 11 items.
- The incompleteness problem of the APT model (Q719016) (← links)
- Interpreting the factor risk premia in the arbitrage pricing theory (Q761333) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Factor analysis and arbitrage pricing in large asset economies (Q1381998) (← links)
- On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
- Estimating the arbitrage pricing theory with observed macro factors (Q1391067) (← links)
- State space methods in asset pricing (Q1825112) (← links)
- Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041) (← links)
- A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
- (Q4793186) (← links)
- Asymptotic arbitrage and the APT with or without measure-theoretic structures. (Q5956282) (← links)