@ARTICLE{17799223_1976,
author = {Ross, Stephen A.},
keywords = {},
title = {The arbitrage theory of capital asset pricing},
journal = {Journal of Economic Theory},
year = {1976},
month = {},
volume = {13},
number = {3},
pages = {341-60 },
url = {http://ecsocman.hse.ru/text/17799223/},
publisher = {},
language = {ru},
abstract = {Examines the arbitrage model of capital asset pricing as an
alternative to the mean variance capital asset pricing model
introduced by Sharpe, Lintner and Treynor. Overview of the arbitrage
theory; Role of the arbitrage model in explaining phenomena observed
in capital markets for risky assets; Influence of the presence of
noise on the pricing relation. (Из Ebsco) },
annote = {Examines the arbitrage model of capital asset pricing as an
alternative to the mean variance capital asset pricing model
introduced by Sharpe, Lintner and Treynor. Overview of the arbitrage
theory; Role of the arbitrage model in explaining phenomena observed
in capital markets for risky assets; Influence of the presence of
noise on the pricing relation. (Из Ebsco) }
}