On the arbitrage pricing theory
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Publication:1338108
DOI10.1007/BF01210561zbMath0807.90019MaRDI QIDQ1338108
Stephen F. LeRoy, Christian Gilles
Publication date: 27 November 1994
Published in: Economic Theory (Search for Journal in Brave)
Related Items (5)
Diversification and equilibrium in securities markets ⋮ Factor analysis and arbitrage pricing in large asset economies ⋮ Some comments on the APT ⋮ On the robustness of factor structures to asset repackaging ⋮ Some properties of portfolios constructed from principal components of asset returns
Cites Work
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- An expository note on individual risk without aggregate uncertainty
- A unified beta pricing theory
- Arbitrage and equilibrium in economies with infinitely many commodities
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Funds, Factors, and Diversification in Arbitrage Pricing Models
- A General Approach to the Arbitrage Pricing Theory (APT)
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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