References in periodicals archive ?
"Sequential Tests of the Arbitrage Pricing Theory: A Comparison of Principal Components and Maximum Likelihood Factors", Journal of Finance, Vol.
"International Arbitrage Pricing Theory." Journal of Finance, May 1983, 449-57.
Chang, 1990, "The Pricing of Futures Contracts and the Arbitrage Pricing Theory", Journal of Financial Research, 13:297-306
Valuation of the firm can be done through several theoretical models such as the Gordon Dividend Growth Model, the Capital Asset Pricing Model (CAPM), and the Arbitrage Pricing Theory model (APT).
Solnik (1983) extended the arbitrage pricing theory to an international framework.
They use the Arbitrage Pricing Theory (APT) framework to estimate the hedge fund portfolios' alphas over two independent holding periods.