SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Usman Ayub, Syed Zulfiqar Ali Shah, Qaisar Abbas, Robust analysis for downside risk in portfolio management for a volatile stock market, Economic Modelling, 2015, 44, 86

    CrossRef

  2. 2
    Mario Pitsillis, Linear Factor Models in Finance, 2005,

    CrossRef

  3. 3
    KAI-CHUN CHIU, LEI XU, NFA FOR FACTOR NUMBER DETERMINATION IN APT, International Journal of Theoretical and Applied Finance, 2004, 07, 03, 253

    CrossRef

  4. 4
    Patrick Wilson, John Okunev, Guy Ta, ACADEMIC PAPERS: Are real estate and securities markets integrated? Some Australian evidence, Journal of Property Valuation and Investment, 1996, 14, 5, 7

    CrossRef

  5. 5
    Gregory Connor, Robert A. Korajczyk, Finance, 1995,

    CrossRef

  6. 6
    Andreas C. Christofi, Petros C. Christofi, George C. Philippatos, An Application of the Arbitrage Pricing Theory Using Canonical Correlation Analysis, Managerial Finance, 1993, 19, 3/4, 68

    CrossRef

  7. 7
    Robert W. Kolb, Theory Succession, the CAPM, and the APT, Managerial Finance, 1993, 19, 3/4, 1

    CrossRef

  8. 8
    HAIM REISMAN, Reference Variables, Factor Structure, and the Approximate Multibeta Representation, The Journal of Finance, 1992, 47, 4
  9. 9
    JAY SHANKEN, The Current State of the Arbitrage Pricing Theory, The Journal of Finance, 1992, 47, 4
  10. 10
    ROGER D. HUANG, HOJE JO, Transformed Securities and Alternative Factor Structures, The Journal of Finance, 1992, 47, 1
  11. You have free access to this content11
    EUGENE F. FAMA, Efficient Capital Markets: II, The Journal of Finance, 1991, 46, 5
  12. 12
    Robert Merton, 1990,

    CrossRef

  13. 13
    STEPHEN J. BROWN, The Number of Factors in Security Returns, The Journal of Finance, 1989, 44, 5
  14. 14
    K. C. JOHN WEI, An Asset-Pricing Theory Unifying the CAPM and APT, The Journal of Finance, 1988, 43, 4
  15. 15
    SALMAN SHAH, ANJAN V. THAKOR, Private versus Public Ownership: Investment, Ownership Distribution, and Optimality, The Journal of Finance, 1988, 43, 1
  16. 16
    D. CHINHYUNG CHO, CHEOL S. EUN, LEMMA W. SENBET, International Arbitrage Pricing Theory: An Empirical Investigation, The Journal of Finance, 1986, 41, 2
  17. 17
    NEIL A. DOHERTY, JAMES R. GARVEN, Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach, The Journal of Finance, 1986, 41, 5
  18. 18
    Eric C. Chang, Wilbur G. Lewellen, AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCE, Journal of Financial Research, 1985, 8, 1
  19. 19
    MARK GRINBLATT, SHERIDAN TITMAN, Approximate Factor Structures: Interpretations and Implications for Empirical Tests, The Journal of Finance, 1985, 40, 5
  20. 20
    JAY SHANKEN, Multi-Beta CAPM or Equilibrium-APT?: A Reply, The Journal of Finance, 1985, 40, 4
  21. 21
    PHILIP H. DYBVIG, STEPHEN A. ROSS, Yes, The APT Is Testable, The Journal of Finance, 1985, 40, 4
  22. 22
    PHOEBUS J. DHRYMES, IRWIN FRIEND, N. BULENT GULTEKIN, A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory, The Journal of Finance, 1984, 39, 2
  23. 23
    DOROTHY H. BOWER, RICHARD S. BOWER, DENNIS E. LOGUE, Arbitrage Pricing Theory and Utility Stock Returns, The Journal of Finance, 1984, 39, 4
  24. 24
    NAI-FU CHEN, Some Empirical Tests of the Theory of Arbitrage Pricing, The Journal of Finance, 1983, 38, 5