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.

This is a preview. Log in through your library . Abstract This paper uses a nonlinear arbitrage-pricing model, a conditional linear model, and an unconditional linear model to price international ...

Merton, Robert C. "Restrictions on Rational Option Pricing: A Set of Arbitrage Conditions." Massachusetts Institute of Technology (MIT), August 1968. Mimeo.

Differences between yields on comparable-maturity U.S. Treasury nominal and real debt, the so-called breakeven inflation (BEI) rates, are widely used indicators of inflation expectations. However, ...

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 ...