The Fuqua School of Business, Duke University. We owe a special debt to Ron Gallant and George Tauchen for the valuable time that they have spent in discussions with us. We thank two anonymous referees and the editor, René Stulz, for detailed comments that have improved the paper considerably. We thank Peter Bossaerts, Francisco Delgado, George Constantinides, Campbell Harvey, Burton Hollifield, David Hsieh, Ravi Jagannathan, Ellen McGratten, Victor Ng, Sanjay Srivastava, and seminar participants at Duke, Michigan, and Wisconsin, the WFA meetings in San Francisco, and the AFA meetings in Anaheim for their comments, and Campbell Harvey and Tom Smith for providing us with their data. The Business Associates Fund of the Fuqua School of Business provided financial support.
No Arbitrage and Arbitrage Pricing: A New Approach
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 4, pages 1231–1262, September 1993
How to Cite
BANSAL, R. and VISWANATHAN, S. (1993), No Arbitrage and Arbitrage Pricing: A New Approach. The Journal of Finance, 48: 1231–1262. doi: 10.1111/j.1540-6261.1993.tb04753.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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