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A simple approach to arbitrage pricing theory. (1982). Huberman, Gur.
In: Journal of Economic Theory.
RePEc:eee:jetheo:v:28:y:1982:i:1:p:183-191.

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  1. Is idiosyncratic risk conditionally priced?. (2021). Mehra, Rajnish ; Xie, Daruo ; Wahal, Sunil.
    In: Quantitative Economics.
    RePEc:wly:quante:v:12:y:2021:i:2:p:625-646.

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  2. Risk-Neutral Pricing for Arbitrage Pricing Theory. (2020). Rasonyi, Miklos ; Carassus, Laurence.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:186:y:2020:i:1:d:10.1007_s10957-020-01699-6.

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  3. Endogenous Representation of Asset Returns. (2020). Shkolnik, Alexander ; Zhou, Zhipu ; Oh, Sang-Yun .
    In: Papers.
    RePEc:arx:papers:2010.13245.

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  4. Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test. (2019). Schneider, Matthew J ; Rahman, Shafiqur.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500012.

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  5. Pointwise Arbitrage Pricing Theory in Discrete Time. (2019). Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo ; Oboj, Jan.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:44:y:2019:i:3:p:1034-1057.

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  6. Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence.
    In: Papers.
    RePEc:arx:papers:1904.11252.

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  7. Asset Pricing with Spatial Interaction. (2018). Zhong, Haowen ; Peng, Xianhua ; Kou, Steven.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2083-2101.

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  8. Pointwise Arbitrage Pricing Theory in Discrete Time. (2018). Obl, Jan ; Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo.
    In: Papers.
    RePEc:arx:papers:1612.07618.

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  9. Statistical arbitrage in the U.S. treasury futures market. (2017). Dare, Wale.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2017:16.

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  10. Testing efficiency in small and large financial markets. (2017). Dare, Wale.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2017:14.

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  11. Maximizing expected utility in the Arbitrage Pricing Model. (2017). Rasonyi, Miklos.
    In: Papers.
    RePEc:arx:papers:1508.07761.

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  12. ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL. (2016). Rasonyi, Miklos.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:07:n:s0219024916500473.

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  13. ESTIMATING TURKISH STOCK MARKET RETURNS WITH APT MODEL: COINTEGRATION AND VECTOR ERROR CORRECTION. (2016). Kucukkocaoglu, Guray ; Gokgoz, Fazil ; Kuukkocaoglu, Guray ; Alp, Ozge Sezgin .
    In: Economic Review: Journal of Economics and Business.
    RePEc:tuz:journl:v:14:y:2016:i:1:p:7-19.

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  14. Systematic risk and volatility skew. (2016). Yu, Min-Teh ; Wang, Chou-Wen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:72-87.

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  15. Nonparametric testing for anomaly effects in empirical asset pricing models. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:1:p:9-36.

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  16. Asymptotic arbitrage with small transaction costs. (2014). Lépinette, Emmanuel ; Perez-Ostafe, Lavinia ; Klein, Irene ; Lepinette, Emmanuel.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:18:y:2014:i:4:p:917-939.

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  17. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models. (2014). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Working Papers.
    RePEc:siu:wpaper:09-2014.

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  18. What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?. (2013). Heaton, Chris ; Bowers, Colin.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:11:p:1395-1404.

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  19. Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs. (2012). Lépinette, Emmanuel ; Lepinette, Emmanuel ; Ostafe, Lavinia ; Klein, Irene .
    In: Papers.
    RePEc:arx:papers:1211.0443.

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  20. Infinite-dimensional VARs and factor models. (2011). Pesaran, M ; Chudik, Alexander.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:4-22.

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  21. Common risk factors in the returns of shipping stocks. (2010). Schilling, Dirk ; Drobetz, Wolfgang ; Tegtmeier, Lars .
    In: Maritime Policy & Management.
    RePEc:taf:marpmg:v:37:y:2010:i:2:p:93-120.

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  22. Performance of Bayesian Latent Factor Models in Measuring Pricing Errors. (2010). Chadwick, Meltem.
    In: MPRA Paper.
    RePEc:pra:mprapa:79060.

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  23. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
    In: MPRA Paper.
    RePEc:pra:mprapa:22379.

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  24. Valorización por Arbitraje de Bonos y Acciones Chilenas Mediante el Método de Componentes Principales. (2010). Sagner, Andres ; Gallardo, Natalia.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:557.

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  25. Professor Zipf goes to Wall Street. (2009). Malevergne, Yannick ; Sornette, Didier ; Santa-Clara, Pedro .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15295.

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  26. Testing the APT with the Maximum Sharpe Ratio of Extracted Factors. (2009). Zhang, Chu.
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:7:p:1255-1266.

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  27. On the explanatory power of firm-specific variables in cross-sections of expected returns. (2009). Zhang, Chu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:306-317.

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  28. Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios. (2009). Pesaran, M ; Zaffaroni, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2857.

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  29. Optimal Asset Allocation with Factor Models for Large Portfolios. (2008). Pesaran, M ; Zaffaroni, P..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0813.

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  30. A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes. (2007). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:physics/0702027.

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  31. Volatility-Induced Financial Growth. (2006). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Michael A. H. Dempster, .
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0626.

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  32. Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs. (2005). Chao, X ; Yu, Mei ; Lai, K ; Wang, Shou-Yang .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:135:y:2005:i:1:p:211-221:10.1007/s10479-005-6242-8.

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  33. Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions. (2005). Yang, Hailiang ; Wang, Shouyang ; Li, Zhong ; Deng, Xiaotie.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:133:y:2005:i:1:p:265-276:10.1007/s10479-004-5037-7.

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  34. Super-replication and utility maximization in large financial markets. (2005). De Donno, Marzia ; Guasoni, P. ; Pratelli, M..
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:115:y:2005:i:12:p:2006-2022.

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  35. Arbitrage pricing theory and risk-neutral measures. (2004). Rasonyi, Miklos.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:27:y:2004:i:2:p:109-123.

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  36. Factor representing portfolios in large asset markets. (2004). Sentana, Enrique.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:119:y:2004:i:2:p:257-289.

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  37. The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework. (2003). Altay, Erdinc.
    In: Finance.
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  38. Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (2003). Sun, Yeneng ; Khan, M..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:110:y:2003:i:2:p:337-373.

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  39. Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets. (2002). Sun, Yeneng ; Khan, M..
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:483.

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  40. The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market. (2002). Lam, Keith S. K., .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:13:y:2002:i:2:p:163-179.

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  41. An Economic Explication of the Prohibition of Gharar in Classical Islamic Jurisprudence. (2001). El-Gamal, Mahmoud.
    In: Islamic Economic Studies.
    RePEc:ris:isecst:0142.

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    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  43. Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures. (2001). Sun, Yeneng ; Khan, M..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:101:y:2001:i:1:p:222-251.

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  45. Factor Analysis and Independent Component Analysis in Presence of High Idiosyncratic Risks. (2000). Vessereau, Thierry.
    In: CIRANO Working Papers.
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  46. The Problem of Optimal Asset Allocation with Stable Distributed Returns. (2000). Schwartz, Eduardo ; Rachev, Svetlozar ; Ortobelli, Sergio.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3zd6q86c.

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  47. The Small Noise Arbitrage Pricing Theory. (1999). Satchell, Steve.
    In: Research Paper Series.
    RePEc:uts:rpaper:4.

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  48. The alpha factor asset pricing model: A parable. (1999). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
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    RePEc:eee:finmar:v:2:y:1999:i:1:p:49-68.

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