University of California at Berkeley. Thanks to David Babbel, Michael Brennan, Greg Connor, Ken Dunn, Mark Rubinstein, Jeff Skelton, Sheridan Titman, participants in seminars at Berkeley and Stanford and especially Jim Ohlson and Rex Thompson for their helpful comments.
The Arbitrage Pricing Theory: Is it Testable?
Article first published online: 30 APR 2012
1982 The American Finance Association
The Journal of Finance
Volume 37, Issue 5, pages 1129–1140, December 1982
How to Cite
SHANKEN, J. (1982), The Arbitrage Pricing Theory: Is it Testable?. The Journal of Finance, 37: 1129–1140. doi: 10.1111/j.1540-6261.1982.tb03607.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012