A simple approach to arbitrage pricing theoryGur Huberman1982-10-01articleJournal of Economic Theory284 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 284 citations exist upstream.References1976The arbitrage theory of capital asset pricing1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory1980An Empirical Investigation of the Arbitrage Pricing TheoryCited by1986The Pricing of Interest-Rate Risk: Evidence from the Stock Market1984A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory1982The Arbitrage Pricing Theory: Is it Testable?1993No Arbitrage and Arbitrage Pricing: A New Approach1990An introduction to general equilibrium with incomplete asset markets1984Some Results in the Theory of Arbitrage Pricing2022Factor Models, Machine Learning, and Asset Pricing1983Factor pricing in a finite economy