EntityQ629941· pop 15· linked from 552 articlesarbitrage pricing theorySign in to savemulti-factor asset pricing model that relates macroeconomic risk variables to the pricing of financial assetsConnectionsshortEntityarbitrageEntitybetaEntityrisk-free interest rateEntityasset pricingEntityinflationEntityfinanceEntityMassachusetts Institute of TechnologyEntitymacroeconomicsEntitydigital object identifierEntityinsuranceEntityInternational Standard Serial NumberEntityPDFEntitystock exchangeEntityriskEntitytrading venueEntityeconomistEntityexchange rateEntityforeign exchange marketEntityJSTOROrganizationCategoriesArbitrageFinancial modelsPortfolio theoriesPricing