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Transaction Costs and the Arbitrage Pricing Theory
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- Authors
- Issue Date
- 2000-09
- Publisher
- 서울대학교 경영대학 경영연구소
- Citation
- 경영논집, Vol.34 No.3, pp. 339-362
- Keywords
- 339-362
- Description
- 2000-09
- Abstract
- The Arbitrage Pricing Theory(APT). originally developed by Rose(1976). Has been subject to various extensions. We can broadly classify the existing variant of the APT into two different classes: arbitrage-based APT and equilibrium APT. The arbitrage-based APT includes Rose(1976). Huberman(1982). Chamberlain(1983). Chambrelain and Rothschild(1983) and Ingersoll(1984). The equill-brium APT includes Connor(1984). Dybvig(1983). Grinblatt and Titman(1983). Wwi(1988). Milne(1988) and Latham(1989) among others.
- ISSN
- 1229-0491
- Language
- English
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