The following pages link to A unified beta pricing theory (Q798244):
Displaying 25 items.
- Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy (Q673808) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Interpreting the factor risk premia in the arbitrage pricing theory (Q761333) (← links)
- Market demand functions in the capital asset pricing model (Q1270058) (← links)
- Portfolio dominance and optimality in infinite security markets (Q1300362) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Robustness of the market model (Q1338992) (← links)
- Diversification and equilibrium in securities markets (Q1367763) (← 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)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Prices as factors: approximate aggregation with incomplete markets. (Q1605417) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- A novel explanation for idiosyncratic volatility anomaly: an asset decomposition perspective (Q1984493) (← links)
- Equilibrium asset pricing and the cross section of expected returns (Q2045093) (← links)
- The arbitrage pricing theorem with incomplete preferences (Q2381462) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- On the \(R-\beta\) cross-sectional relation with proxy portfolio. (Q2702909) (← links)
- Beta in Linear Risk Tolerance Economies (Q3720244) (← links)
- Asset pricing and observability (Q3978952) (← links)
- A NOTE ON THE GENERALIZED MULTIBETA CAPM (Q4372024) (← links)
- A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
- EFFICIENCY GAINS IN BETA‐PRICING MODELS<sup>1</sup> (Q4372030) (← links)
- Some comments on the APT (Q4646801) (← links)
