Some Results in the Theory of Arbitrage Pricing

• 1 September 1984
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 39  (4) , 1021-1039
• https://doi.org/10.2307/2327610

Abstract

Keywords

• ARBITRAGE PRICING
• INTUITION
• ARBITRAGE OPPORTUNITIES
• FACTOR MODEL
• STRONGER VERSION
• HUBERMAN'S RECENT
• PREFERENCE FREE