Mimicking Portfolios and Exact Arbitrage Pricing
Data up to Jan 2025
Total Citations Per Year
Abstract
References (19)
The arbitrage theory of capital asset pricing
1976 • 7,056 citations
Economic Forces and the Stock Market
1986 • 5,321 citations
The Capital Asset Pricing Model: Some Empirical Tests
1972 • 2,784 citations
An Empirical Investigation of the Arbitrage Pricing Theory
1980 • 1,152 citations
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1973 • 1,060 citations
Multivariate tests of financial models
1982 • 632 citations
Mean‐Variance Spanning
1987 • 564 citations
On the exclusion of assets from tests of the two-parameter model
1982 • 532 citations
Funds, Factors, and Diversification in Arbitrage Pricing Models
1983 • 499 citations
Multivariate tests of the zero-beta CAPM
1985 • 460 citations
Some Empirical Tests of the Theory of Arbitrage Pricing
1983 • 369 citations
A unified beta pricing theory
1984 • 333 citations
Risk and return in finance
1977 • 275 citations
On correlations and inferences about mean-variance efficiency
1987 • 165 citations
The Relation Between Mean-Variance Efficiency and Arbitrage Pricing
1987 • 161 citations
Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note
1983 • 89 citations
Some Tests of Linear Asset Pricing with Multivariate Normality
1985 • 53 citations
Interpreting the factor risk premia in the arbitrage pricing theory
1985 • 24 citations
Testing the CAPM with broader market indexes
1983 • 11 citations