ON THE ROBUSTNESS OF THE ROLL AND ROSS ARBITRAGE PRICING THEORY

[1] A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 711 - 743

[2] DHRYMES PJ, 1982, CONTRIBUTION ARBITRA

[3] ELTON EJ, UNPUB J FINANCE

[4] Joreskog K.G., 1977, K MARKETING RES, V16, P64

[5] SOME CONTRIBUTIONS TO MAXIMUM LIKELIHOOD FACTOR ANALYSIS [J]. PSYCHOMETRIKA, 1967, 32 (04) : 443 - &

[6] AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY [J]. JOURNAL OF FINANCE, 1980, 35 (05) : 1073 - 1103

[7] ROSENBERG B, 1976, MAY P SEM AN SEC PRI, P61

[8] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[9] Ross SA, 1977, RISK RETURN FINANCE, V1

[10] SOME NEW RESULTS ON FACTOR INDETERMINACY [J]. PSYCHOMETRIKA, 1972, 37 (01) : 61 - +

[1] A NEW APPROACH TO TESTING ASSET PRICING-MODELS - THE BILINEAR PARADIGM [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 711 - 743

[2] DHRYMES PJ, 1982, CONTRIBUTION ARBITRA

[3] ELTON EJ, UNPUB J FINANCE

[4] Joreskog K.G., 1977, K MARKETING RES, V16, P64

[5] SOME CONTRIBUTIONS TO MAXIMUM LIKELIHOOD FACTOR ANALYSIS [J]. PSYCHOMETRIKA, 1967, 32 (04) : 443 - &

[6] AN EMPIRICAL-INVESTIGATION OF THE ARBITRAGE PRICING THEORY [J]. JOURNAL OF FINANCE, 1980, 35 (05) : 1073 - 1103

[7] ROSENBERG B, 1976, MAY P SEM AN SEC PRI, P61

[8] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[9] Ross SA, 1977, RISK RETURN FINANCE, V1

[10] SOME NEW RESULTS ON FACTOR INDETERMINACY [J]. PSYCHOMETRIKA, 1972, 37 (01) : 61 - +