RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS

被引：399

作者：

JENSEN, MC ^{[1
]}

机构：

[1] UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA

来源：

JOURNAL OF BUSINESS | 1969年 / 42卷 / 02期

关键词：

D O I：

10.1086/295182

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：167 / 247

页数：81

共 50 条

[1] RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS - REPLY
MAINS, NE
JOURNAL OF BUSINESS, 1977, 50 (03): : 371 - 384
[2] Capital Asset Pricing Model and Ordered Weighted Average Operator for Selecting Investment Portfolios
Uzeta-Obregon, Cristhian R.
Garcia-Gastelum, Tanya S.
Alvarez, Pavel A.
Mellado-Cid, Cristhian
Blanco-Mesa, Fabio
Leon-Castro, Ernesto
AXIOMS, 2024, 13 (10)
[3] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
LINTNER, J
REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37
[4] THE PRICING OF CAPITAL ASSETS IN A MULTIPERIOD WORLD
BLUME, ME
JOURNAL OF BANKING & FINANCE, 1983, 7 (01) : 31 - 44
[5] The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
Dietsch, M
Petey, J
JOURNAL OF BANKING & FINANCE, 2002, 26 (2-3) : 303 - 322
[6] VALUATION OF RISK ASSETS AND SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS - REPLY
LINTNER, J
REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (02) : 222 - 224
[7] VALUATION OF RISK ASSETS AND SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS - COMMENT
HALEY, CW
REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (02) : 220 - 221
[8] International portfolios, capital accumulation and foreign assets dynamics
Coeurdacier, Nicolas
Kollmann, Robert
Martin, Philippe
JOURNAL OF INTERNATIONAL ECONOMICS, 2010, 80 (01) : 100 - 112
[9] ARBITRAGE PRICING, CAPITAL-ASSET PRICING, AND AGRICULTURAL ASSETS
ARTHUR, LM
CARTER, CA
ABIZADEH, F
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (02) : 359 - 365
[10] Risk management in credit risk portfolios with correlated assets
Bäuerle, N
INSURANCE MATHEMATICS & ECONOMICS, 2002, 30 (02): : 187 - 198

← 1 2 3 4 5 →