Concepedia

Intertemporal Arbitrage Pricing

Intertemporal Arbitrage Pricing is a financial economics framework that extends the arbitrage pricing theory by incorporating dynamic, time-varying risk factors and investor expectations to model asset returns across multiple time periods under the absence of risk-free profit opportunities.

47

Publications

2.9K

Citations

72

Authors

66

Institutions

Publications per year

2017–2026

3

Parents

Publications

47

Temporary General Equilibrium Theory

Jean Michel Grandmont · Econometrica · 1977 · 414 citations

, , +16

On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance

Robert C. Merton · The Geneva Papers on Risk and Insurance Issues and Practice · 1989 · 188 citations · Full text

, , +12

Competition and Collusion in Dealer Markets

Prajit K. Dutta, Ananth Madhavan · The Journal of Finance · 1997 · 182 citations · Full text

, , +14

Balancing Cost and Emissions Certainty: An Allowance Reserve for Cap-and-Trade

Brian C. Murray, Richard G. Newell, William A. Pizer · Review of Environmental Economics and Policy · 2009 · 181 citations

, , +17

Risk and Return in an Equilibrium APT: Application of a New Test Methodology

Gregory Connor, Robert A. Korajczyk · Maynooth University ePrints and eTheses Archive (Maynooth University) · 1988 · 162 citations · Full text

, , +17

1–5 of 47

Authors

72

  1. RA
    Robert A. Korajczyk

    Northwestern University, United States

    4 publications · 257 citations

    4

    h-index

  2. BC
    Brian C. Murray

    Duke University, United States

    3 publications · 293 citations

    3

    h-index

  3. RG
    Richard G. Newell

    Resources For The Future, United States

    3 publications · 293 citations

    3

    h-index

  4. WA
    William A. Pizer

    Resources For The Future, United States

    3 publications · 293 citations

    3

    h-index

  5. AM
    Ananth Madhavan

    BlackRock (United States), United States

    2 publications · 233 citations

    2

    h-index

1–5 of 72

Institutions

66

  1. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    7 publications

    431 citations

  2. Resources For The Future

    Washington D.C., United States

    3 h-index

    5 publications

    419 citations

  3. The University of Texas at Austin

    Austin, United States

    3 h-index

    3 publications

    118 citations

  4. Northwestern University

    Evanston, United States

    2 h-index

    2 publications

    83 citations

  5. University of Maryland, College Park

    College Park, United States

    2 h-index

    2 publications

    147 citations

  6. University of California, Berkeley

    Berkeley, United States

    2 h-index

    3 publications

    39 citations

  7. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    4 publications

    157 citations

  8. London School of Economics and Political Science

    London, United Kingdom

    2 h-index

    2 publications

    177 citations

1–8 of 66

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 202 citations

    5

    h-index

  2. Review of Financial Studies

    4 publications · 247 citations

    4

    h-index

  3. Mathematical Finance

    3 publications · 138 citations

    3

    h-index

  4. The Journal of Finance

    3 publications · 267 citations

    3

    h-index

  5. Journal of Futures Markets

    3 publications · 39 citations

    3

    h-index

1–5