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 ...

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 ...

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.

Stephen A. Ross was named the inaugural recipient of the CME/MSRI Prize in Innovative Quantitative Applications for his creation and development of arbitrage pricing theory, according to a joint news ...

Initially, I meant this response as a comment to a recent blog post, Arbitrage Pricing Theory – MBA Mondays with Darwin, however as I began to write, it has taken on a life of it's own. I commend ...