Stephen A. Ross, Franco Modigliani professor of financial economics and a professor of finance at the Sloan School of Management at the Massachusetts Institute of Technology, died March 3. He was 73.
Management International Review, Vol. 27, No. 1 (1st Quarter, 1987), pp. 13-22 (10 pages) This paper proposes a simple, but robust approach to the theory of the Arbitrage Pricing Theory. This testing ...
American Journal of Agricultural Economics, Vol. 83, No. 3 (Aug., 2001), pp. 617-628 (12 pages) Capital asset pricing model (CAPM) and arbitrage pricing theory (APT) are used to assess the financial ...
A doctoral-level course that offers an in-depth introduction to competitive asset pricing theory: arbitrage pricing, mean-variance analysis, competitive equilibrium and optimal consumption/portfolio ...