2023•Scholarworks (University of Massachusetts Amherst)Open access

The return generating process of the Arbitrage Pricing Theory : intertemporal stationarity and cross-sectional congruence.

Michael Lee McBain

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Management

Key concepts: Congruence (geometry), Economics, Arbitrage, Econometrics, Financial economics, Mathematics, Geometry

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The return generating process of the Arbitrage Pricing Theory : intertemporal stationarity and cross-sectional congruence. — Research Paper | ScholarLens

The return generating process of the Arbitrage Pricing Theory : intertemporal stationarity and cross-sectional congruence.

About this research paper

What this paper is about

Why it matters

Key contribution

Method / approach

Main findings

Limitations

Applications

Available abstract

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