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An explicit bound on individual assets' deviations from APT pricing in a finite economy · Study

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ArticleAn explicit bound on individual assets' deviations from APT pricing in a finite economy

Philip H. Dybvig1983

Article1983

An explicit bound on individual assets' deviations from APT pricing in a finite economy

Philip H. Dybvig

153 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

Abstract

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Stored only when both papers are in the corpus — 153 citations exist upstream.

References

1976The arbitrage theory of capital asset pricing 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets 1982A simple approach to arbitrage pricing theory 1982Mean-Variance Theory in Complete Markets 1982Expectations and the Structure of Share Prices 1984Some Results in the Theory of Arbitrage Pricing 1983Factor pricing in a finite economy

Cited by

1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach 1988Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates 2005Portfolio management with heuristic optimization 1985Yes, The APT Is Testable 1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES 1985Multi-Beta CAPM or Equilibrium-APT?: A Reply 1993Portfolio Selection and Asset Pricing—Three-Parameter Framework 1990Bayesian inference in asset pricing tests

Details

Year1983

Typearticle

Published1983-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations153

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/0304-405x(83)90045-4

openalex_workW2010453662

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