No Arbitrage and Arbitrage Pricing: A New Approach

• 1 September 1993
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 48  (4) , 1231-1262
• https://doi.org/10.2307/2329037

Abstract

Keywords

• DIAGNOSTICS
• APT
• NONLINEAR
• PRICING KERNEL
• ARBITRAGE PRICING
• NO ARBITRAGE
• FACTOR STRUCTURE
• SECURITIES