The Journal of Finance · 1983 · 89 citations · 6 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryAsset Pricing TheoryFactor ModelsFactor Model SpecificationFactor Pricing ModelsLinear Factor ModelsLinear Factor PricingLinear ModelsSingle-factor Model
6
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
A simple approach to arbitrage pricing theory
Gur Huberman · Journal of Economic Theory · 1982 · 290 citations
Some Results in the Theory of Arbitrage Pricing
Jonathan E. Ingersoll · The Journal of Finance · 1984 · 194 citations
Business, Economics, Mathematics +12