<script type="text/javascript">
<!--
document.write('<div id="oa_widget"></div>');
document.write('<script type="text/javascript" src="https://www.openaire.eu/index.php?option=com_openaire&view=widget&format=raw&projectId=undefined&type=result"></script>');
-->
</script>

COPY SCRIPT

For further information contact us at helpdesk@openaire.eu

The Arbitrage Theory of Capital Asset Pricing

Name: The Arbitrage Theory of Capital Asset Pricing
Creator: Stephen A. Ross
Keywords: 9. Industry and infrastructure, 0502 economics and business, 05 social sciences, 8. Economic growth, 1. No poverty, 12. Responsible consumption

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Article 01 Dec 1976Publisher:World Scientific Pub Co Pte LtdJournal:Journal of Economic Theory, volume 13, pages 341-360 (issn: 0022-0531,

Authors: Stephen A. Ross;

doi: 10.1142/9789814417358_0001 , 10.1016/0022-0531(76)90046-6

The Arbitrage Theory of Capital Asset Pricing

- Summary
- Metrics

Abstract

Examines the arbitrage model of capital asset pricing as an alternative to the mean variance capital asset pricing model introduced by Sharpe, Lintner and Treynor. Overview of the arbitrage theory; Role of the arbitrage model in explaining phenomena observed in capital markets for risky assets; Influence of the presence of noise on the pricing relation. (Из Ebsco)

Related Organizations

University of Pennsylvania
United States

Impact byBIP!

	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	4K
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Top 0.01%
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 0.01%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Top 10%