search query: @indexterm arbitrage pricing theory / total: 66
references: 35-44 / 66
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35.
Primes and scores : an essay on market imperfections
Journal of Finance
1989 : DEC, VOL.44:5, p. 1263-1287
 1989 Jarrow, R.A.
O'Hara, M.
36.
Arbitrage pricing models for two Scandinavian stock markets.
Omega
1989 : VOL. 17:5, p. 437-447
 1989 Östermark, R.
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.
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