On the arbitrage pricing theory (Q1338108): Difference between revisions

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+Funds, Factors, and Diversification in Arbitrage Pricing Models
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+A unified beta pricing theory
@@ Property / cites work: A unified beta pricing theory / rank @@
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+Q3995021
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+Q3811988
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+An expository note on individual risk without aggregate uncertainty
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+Arbitrage and equilibrium in economies with infinitely many commodities
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+A General Approach to the Arbitrage Pricing Theory (APT)
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