A General Approach to the Arbitrage Pricing Theory (APT)

DOI10.2307/1911083zbMath0641.90018OpenAlexW2074974704MaRDI QIDQ3783044

Haim Reisman

Publication date: 1988

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911083

zbMATH Keywords

arbitrage pricingnormed vector spaceapproximate factor structure

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (8)

On the arbitrage pricing theory ⋮ Diversification and equilibrium in securities markets ⋮ ARBITRAGE PRICING THEORY IN ERGODIC MARKETS ⋮ Exact arbitrage, well-diversified portfolios and asset pricing in large markets. ⋮ Some comments on the APT ⋮ The law of one accounting variable ⋮ Asymptotic arbitrage and the APT with or without measure-theoretic structures. ⋮ Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion

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