search query: @indexterm arbitrage pricing theory / total: 66
references: 37-46 / 66
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37.
Capital markets Big money, bigger risk
Banker
1989 : JAN, VOL. 139:755, p. 28, 30
 1989 Cohen, E.
38.
The arbitrage pricing theory and supershares.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 263-281
 1989 Latham, M.
39.
La relation rendement-risque et l'equilibre du Marche Boursier Parisien sur la periode 1973-1985.
Analyse Financiere
1989 : 77, p. 39-56
 1989 Bahlaus, M.
40.
Exact arbitrage pricing and the minimum-variance frontier.
Journal of Finance
1988 : JUN, VOL. 43:2, p. 327-338
 1988 Tiemans, J.
41.
Joint estimation of factor sensitivities and risk premia for the arbitrage pricing theory.
Journal of Finance
1988 : JUL, VOL. 43:3, p. 721-735
 1988 Burmeister, E.
McElroy, M. B.
42.
Generalisation du modele international d'arbitrage.
Finance
1988 : JUN, VOL. 9:1, p. 41-55
 1988 Fontaine, P.
43.
Term structure multiplicity and clientele in markets with transactions costs and taxes.
Journal of Finance
1988 : SEP, VOL. 43:4, p. 893-911
 1988 Dermody, J. C.
Prisman, E. Z.
44.
An asset-pricing theory unifying the CAPM and APT.
Journal of Finance
1988 : SEP, VOL. 43:4, p. 881-892
 1988 Wei, J. K. C.
45.
Ex-dividend stock price behavior and arbitrage opportunities.
Journal of Business
1988 : JAN, VOL. 61:1, p. 95-108
 1988 Heath, D. C.
Jarrow, R. A.
46.
Money & Markets The paranoid life of arbitragers
Fortune
1987 : NOV. 9, No.23, p.55, 58, 61
 1987 Fierman, J.
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