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Arbitrage Pricing Theory: The Way Forward

Author

Listed:
  • Richard Stapleton

    (National Westminster Bank Professor of Business Finance, Manchester Business School and Visiting Professor, Australian Graduate School of Management.)

  • Gregory Connor

    (National Westminster Bank Professor of Business Finance, Manchester Business School and Visiting Professor, Australian Graduate School of Management.)

  • Marti G. Subrahmanyam

    (National Westminster Bank Professor of Business Finance, Manchester Business School and Visiting Professor, Australian Graduate School of Management.)

  • Bernd P. Luedecke

    (National Westminster Bank Professor of Business Finance, Manchester Business School and Visiting Professor, Australian Graduate School of Management.)

Abstract

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Suggested Citation

  • Richard Stapleton & Gregory Connor & Marti G. Subrahmanyam & Bernd P. Luedecke, 1985. "Arbitrage Pricing Theory: The Way Forward," Australian Journal of Management, Australian School of Business, vol. 10(1), pages 109-130, June.
    • Handle: RePEc:sae:ausman:v:10:y:1985:i:1:p:109-130
    DOI: 10.1177/031289628501000108
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    References listed on IDEAS

    as
    1. Elton, Edwin & Gruber, Martin & Rentzler, Joel, 1983. "The Arbitrage Pricing Model and Returns on Assets under Uncertain Inflation," Journal of Finance, American Finance Association, vol. 38(2), pages 525-537, May.
    2. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
    3. Chen, Nai-fu & Ingersoll, Jonathan E, Jr, 1983. "Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note," Journal of Finance, American Finance Association, vol. 38(3), pages 985-988, June.
    4. Shanken, Jay, 1982. "The Arbitrage Pricing Theory: Is It Testable?," Journal of Finance, American Finance Association, vol. 37(5), pages 1129-1140, December.
    5. Chamberlain, Gary & Rothschild, Michael, 1983. "Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets," Econometrica, Econometric Society, vol. 51(5), pages 1281-1304, September.
    6. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    7. Dhrymes, Phoebus J & Friend, Irwin & Gultekin, N Bulent, 1984. "A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 39(2), pages 323-346, June.
    8. Stapleton, R C & Subrahmanyam, M G, 1983. "The Market Model and Capital Asset Pricing Theory: A Note," Journal of Finance, American Finance Association, vol. 38(5), pages 1637-1642, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Mandell, Arnold J. & Selz, Karen A. & Shlesinger, Michael F., 1997. "Wavelet transformation of protein hydrophobicity sequences suggests their memberships in structural families," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 244(1), pages 254-262.

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