The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation
Edwin Elton, Martin Gruber, Joel Rentzler, The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation, The Journal of Finance, Vol. 38, No. 2, Papers and Proceedings Forty-First Annual Meeting American Finance Association New York, N.Y. December 28-30, 1982 (May, 1983), pp. 525-537