FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba
CHAPTER 4
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
G. Connor and R.A. Korajczyk
1. Introduction*
2. Strict and approximate factor models
3. Derivation of the pricing restriction
4. Empirical analysis of the APT
5. Other empirical topics
6. Applications
7. Conclusions
Acknowledgements
References
* The first two pages of the chapters are available as PDF file.
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