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There are 20129 results for: content related to: DISCUSSION

  1. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  2. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04362.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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  4. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  5. A Semiautoregression Approach to the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 599–620, JIANPING MEI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04729.x

  6. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04919.x

  7. Fundamental Economic Variables, Expected Returns, and Bond Fund Performance

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1229–1256, EDWIN J. ELTON, MARTIN J. GRUBER and CHRISTOPHER R. BLAKE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04056.x

  8. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03891.x

  9. The Seasonal Stability of the Factor Structure of Stock Returns

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1195–1211, D. CHINHYUNG CHO and WILLIAM M. TAYLOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04361.x

  10. New Tests of the APT and Their Implications

    The Journal of Finance

    Volume 40, Issue 3, July 1985, Pages: 659–674, PHOEBUS J. DHRYMES, IRWIN FRIEND, MUSTAFA N. GULTEKIN and N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04988.x

  11. The Current State of the Arbitrage Pricing Theory

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04671.x

  12. A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 39, Issue 2, June 1984, Pages: 323–346, PHOEBUS J. DHRYMES, IRWIN FRIEND and N. BULENT GULTEKIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb02312.x

  13. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  14. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02546.x

  15. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  16. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03831.x

  17. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  18. The Arbitrage Pricing Theory: Some Empirical Results

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb00444.x

  19. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02370.x

  20. Mean-Variance Spanning

    The Journal of Finance

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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03917.x