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There are 22563 results for: content related to: DISCUSSION

  1. Mimicking Portfolios and Exact Arbitrage Pricing

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 1–9, GUR HUBERMAN, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02546.x

  2. Arbitrage Pricing Theory and Utility Stock Returns

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 1041–1054, DOROTHY H. BOWER, RICHARD S. BOWER and DENNIS E. LOGUE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03891.x

  3. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  4. Exact Arbitrage Pricing and the Minimum-Variance Frontier

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 327–338, JONATHAN TIEMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03942.x

  5. The Arbitrage Pricing Theory: Is it Testable?

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1129–1140, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03607.x

  6. An Asset-Pricing Theory Unifying the CAPM and APT

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 881–892, K. C. JOHN WEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02610.x

  7. Yes, The APT Is Testable

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1173–1188, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02370.x

  8. Stock Return Anomalies and the Tests of the APT

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1213–1224, MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04362.x

  9. The Arbitrage Pricing Theory: Some Empirical Results

    The Journal of Finance

    Volume 36, Issue 2, May 1981, Pages: 313–321, MARC R. REINGANUM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00444.x

  10. On Testing the Arbitrage Pricing Theory: Inter-Battery Factor Analysis

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1485–1502, D. CHINHYUNG CHO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04919.x

  11. Mean-Variance Spanning

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 873–888, GUR HUBERMAN and SHMUEL KANDEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03917.x

  12. Multi-Beta CAPM or Equilibrium-APT?: A Reply

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1189–1196, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02371.x

  13. The Current State of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1569–1574, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04671.x

  14. Approximate Factor Structures: Interpretations and Implications for Empirical Tests

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1367–1373, MARK GRINBLATT and SHERIDAN TITMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02388.x

  15. The Number of Factors in Security Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1247–1262, STEPHEN J. BROWN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02652.x

  16. The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 525–537, JAMES BICKSLER, EDWIN ELTON, MARTIN GRUBER and JOEL RENTZLER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02261.x

  17. Some Empirical Tests of the Theory of Arbitrage Pricing

    The Journal of Finance

    Volume 38, Issue 5, December 1983, Pages: 1393–1414, NAI-FU CHEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03831.x

  18. Nonsynchronous Data and the Covariance-Factor Structure of Returns

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 221–231, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02565.x

  19. The Arbitrage Pricing Theory and Supershares

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 263–282, MARK LATHAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05057.x

  20. Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 233–265, BRUCE N. LEHMANN and DAVID M. MODEST

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02566.x