Concepedia

Funds, Factors, and Diversification in Arbitrage Pricing Models

Gary Chamberlain

Econometrica · 1983 · 499 citations · 3 references

DOI

Concepts

References

3

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.3K citations

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.1K citations

, , +3

Mutual fund separation in financial theory—The separating distributions

Stephen A. Ross · Journal of Economic Theory · 1978 · 355 citations

, , +5