Journal of Economic Theory · 1982 · 290 citations · 5 references
BusinessEconomicsFinanceFinancial EconomicsMicroeconomicsPricing TheoryArbitrage PricingAsset Pricing TheoryFinancial MathematicsOption PricingOption Pricing ModelsPricing Under UncertaintyArbitrage Pricing Theory TestsArbitrage-free PricingArbitrage-free Term Structure ModelsForeign Exchange ArbitrageNo-arbitrage Conditions
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The arbitrage theory of capital asset pricing
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