The Current State of the Arbitrage Pricing Theory
Data up to Jan 2025
Total Citations Per Year
Abstract
References (15)
Risk, Return, and Equilibrium: Empirical Tests
1973 • 14,580 citations
The arbitrage theory of capital asset pricing
1976 • 7,056 citations
An Intertemporal Capital Asset Pricing Model
1973 • 6,653 citations
The relationship between return and market value of common stocks
1981 • 6,052 citations
A Test of the Efficiency of a Given Portfolio
1989 • 2,325 citations
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
1983 • 950 citations
A simple approach to arbitrage pricing theory
1982 • 281 citations
The Arbitrage Pricing Theory: Is it Testable?
1982 • 256 citations
Multivariate proxies and asset pricing relations
1987 • 233 citations
Some Results in the Theory of Arbitrage Pricing
1984 • 184 citations
Yes, The APT Is Testable
1985 • 120 citations
Multi‐Beta CAPM or Equilibrium‐APT?: A Reply
1985 • 102 citations
Arbitrage pricing with information
1983 • 73 citations
On the arbitrage pricing theory
1991 • 51 citations
Reference Variables, Factor Structure, and the Approximate Multibeta Representation
1992 • 47 citations