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An explicit bound on individual assetsʹ deviations from APT pricing in a finite economy
Dybvig, Philip H. - In: Journal of financial economics 12 (1983) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10002109412
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The analytics of performance measurement using a security market line
Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 401-416
Persistent link: https://www.econbiz.de/10002109539
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Differential information and performance measurement using a security market line
Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 383-399
Persistent link: https://www.econbiz.de/10002109570
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Mean-variance theory in complete markets
Dybvig, Philip H.; Ingersoll, Jonathan E. - In: The journal of business : B 55 (1982) 2, pp. 233-251
Persistent link: https://www.econbiz.de/10002109581
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Portfolio efficient sets
Dybvig, Philip H.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 6, pp. 1525-1546
Persistent link: https://www.econbiz.de/10002109585
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Yes, the APT is testable
Dybvig, Philip H.; Ross, Stephen A.; Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1173-1188
Persistent link: https://www.econbiz.de/10002109601