Exact Pricing in Linear Factor Models with Finitely Many Assets: A NoteNai‐Fu Chen, Jonathan E. Ingersoll1983-06-01articleThe Journal of Finance91 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 91 citations exist upstream.References1976The arbitrage theory of capital asset pricing1978Mutual fund separation in financial theory—The separating distributions1982A simple approach to arbitrage pricing theory1982Expectations and the Structure of Share Prices1984Some Results in the Theory of Arbitrage Pricing1988Financial Economics: Essays in Honor of Paul CootnerCited by1993The Arbitrage Pricing Theory and Multifactor Models of Asset Returns1988An Asset-Pricing Theory Unifying the CAPM and APT1989A General Equilibrium Model of Changing Risk Premia: Theory and Tests2008Measuring Equity Risk with Option-Implied Correlations1985Some Tests of Linear Asset Pricing with Multivariate Normality