On the public citation graph
Predictability of short‐term interest rates: a multifactor model for the term structure
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0022-0531(76)90046-6openalex-snapshot
The arbitrage theory of capital asset pricing
inferredcites →https://doi.org/10.1016/0304-405x(86)90027-9openalex-snapshot
Performance measurement with the arbitrage pricing theory
inferredcites →https://doi.org/10.1016/0304-405x(88)90061-xopenalex-snapshot
The empirical foundations of the arbitrage pricing theory
inferredcites →https://doi.org/10.1016/0304-405x(88)90062-1openalex-snapshot
Risk and return in an equilibrium APT
inferredcites →https://doi.org/10.1037/h0071325openalex-snapshot
Analysis of a complex of statistical variables into principal components.
inferredcites →https://doi.org/10.1080/01621459.1965.10480787openalex-snapshot
Principal Components Regression in Exploratory Statistical Research
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb02197.xopenalex-snapshot
An Empirical Investigation of the Arbitrage Pricing Theory
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb03831.xopenalex-snapshot
Some Empirical Tests of the Theory of Arbitrage Pricing
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb02312.xopenalex-snapshot
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb02313.xopenalex-snapshot
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
inferredcites →https://doi.org/10.2307/1912275openalex-snapshot
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
inferredcites →https://doi.org/10.2307/1912276openalex-snapshot
Funds, Factors, and Diversification in Arbitrage Pricing Models
inferredcites →https://doi.org/10.2469/faj.v44.n2.29openalex-snapshot
Sorting Out Risks Using Known APT Factors
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1640424openalex-extracted
Modelling the Term Structure of Interest Rates: A Literature Review
inferred← citeshttps://doi.org/10.1093/ei/cbh062openalex-snapshot
The Demand for Credit Cards: Evidence from the Survey of Consumer Finances
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