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Some Empirical Tests of the Theory of Arbitrage Pricing

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Chen, Nai-fu
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 38 (1983)
Issue (Month): 5 (December)
Pages: 1393-1414
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Handle: RePEc:bla:jfinan:v:38:y:1983:i:5:p:1393-1414

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  17. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York. [Downloadable!]
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