Factor pricing in a finite economy
- 31 December 1983
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 12 (4) , 497-507
- https://doi.org/10.1016/0304-405x(83)90046-6
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- An explicit bound on individual assets' deviations from APT pricing in a finite economyJournal of Financial Economics, 1983
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset MarketsEconometrica, 1983
- Exact Pricing in Linear Factor Models with Finitely Many Assets: A NoteThe Journal of Finance, 1983
- A New Approach to Testing Asset Pricing Models: The Bilinear ParadigmThe Journal of Finance, 1983
- The Arbitrage Pricing Theory: Is it Testable?The Journal of Finance, 1982
- Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous informationJournal of Financial Economics, 1982
- The Arbitrage Pricing Theory: Some Empirical ResultsThe Journal of Finance, 1981
- Treasury Bill Factors and Common Stock ReturnsThe Journal of Finance, 1981
- An Intertemporal Capital Asset Pricing ModelEconometrica, 1973
- A Comparative Statics Analysis of Risk PremiumsThe Journal of Business, 1973