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"The Arbitrage Pricing Theory and Multifactor Models of Asset Returns." (with Gregory Connor). In Handbooks in Operations Research and Management Science: Finance, edited by R. Jarrow, V. Maksimovic, and W. Ziemba, vol. 9, 87-144. Amsterdam: North-Holland.

Published version.

Working paper version.
©2001 Kellogg School of Management, Northwestern University