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A Simple Approach to Arbitrage Pricing Theory

In: Theory Of Valuation

Author

Listed:
  • GUR HUBERMAN

    (Graduate School of Business, University of Chicago, Chicago, Illinois 60637, USA)

Abstract
The following sections are included:INTRODUCTIONARBITRAGE PRICINGDISCUSSIONREFERENCESdiscussion: Notes on the Arbitrage Pricing TheoryPURE ARBITRAGE PRICING THEORYAPPROXIMATE ARBITRAGE AND THE APTAPPROXIMATE FACTOR MODELSTHE COMPETITIVE EQUILIBRIUM VERSION OF THE APTCONCLUSIONNOTEREFERENCES

Suggested Citation

  • Gur Huberman, 2005. "A Simple Approach to Arbitrage Pricing Theory," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 9, pages 289-308, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812701022_0009
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    Keywords

    Asset Pricing; Financial Theory; Valuation; Term Structure; Interest Rates; Options; Portfolios; Taxes; Transaction Costs;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General

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