Both authors are from the Yale School of Management, Yale University. The authors are grateful for valuable comments from Steve Brown, Jon Ingersoll, Dick Roll, Jay Shanken, and Mark Weinstein. We would like to recommend related papers by Pfleiderer  and Pfleiderer and Reiss . Dybvig is grateful for support under the Batterymarch fellowship program, and Ross is grateful for support from the National Science Foundation.
Yes, The APT Is Testable
Article first published online: 30 APR 2012
1985 The American Finance Association
The Journal of Finance
Volume 40, Issue 4, pages 1173–1188, September 1985
How to Cite
DYBVIG, P. H. and ROSS, S. A. (1985), Yes, The APT Is Testable. The Journal of Finance, 40: 1173–1188. doi: 10.1111/j.1540-6261.1985.tb02370.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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