References in periodicals archive ?
Khan, 2013, "An Application of Arbitrage Pricing Theory on KSE-100 Index: A Study from Pakistan (2000-2005)," Journal of Business and Management, Vol.
The Arbitrage Pricing Theory (APT) proposed by Ross (1976, 1977), has come as an alternative to CAPM measure of risk-return.
McElroy (1988) Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory.
The efficient market hypothesis is the foundation for many of the standard asset pricing models including the CAPM, Arbitrage Pricing Theory (APT), and the Black-Scholes option pricing model.