Interpreting the factor risk premia in the arbitrage pricing theory

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

Funds, Factors, and Diversification in Arbitrage Pricing Models

1983 • 499 citations

A unified beta pricing theory

1984 • 333 citations

A simple approach to arbitrage pricing theory

1982 • 281 citations

Factor pricing in a finite economy

1983 • 187 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

An explicit bound on individual assets' deviations from APT pricing in a finite economy

1983 • 158 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 38 citations