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.

Factor investing involves using factor models like CAPM and APT to predict individual security returns based on macroeconomic or other factors. Factor investing is a formulaic method for forecasting ...

Read about how shopping center REITs leverage public-private valuation gaps to boost shareholder returns. Access the full ...

Timberland investments have long attracted interest as a distinct asset class due to their dual benefit of biological growth and market-driven returns. In recent decades, research has illuminated the ...