FUZZY LINEAR CONSTRAINTS IN THE CAPITAL-ASSET PRICING MODEL

被引：18

|

作者：

OSTERMARK, R

机构：

来源：

FUZZY SETS AND SYSTEMS | 1989年 / 30卷 / 02期

关键词：

D O I：

10.1016/0165-0114(89)90073-0

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

引用

收藏

页码：93 / 102

页数：10

相关论文

共 50 条

[21] CAPITAL-ASSET PRICING MODEL - PROBLEM, SOLUTION, EXAMPLE
MILDE, H
JAHRBUCH FUR SOZIALWISSENSCHAFT, 1992, 43 (03): : 297 - 330
[22] UNIQUENESS OF EQUILIBRIUM IN THE CLASSICAL CAPITAL-ASSET PRICING MODEL
NIELSEN, LT
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1988, 23 (03) : 329 - 336
[23] THE CONSUMPTION-BASED CAPITAL-ASSET PRICING MODEL
DUFFIE, D
ZAME, W
ECONOMETRICA, 1989, 57 (06) : 1279 - 1297
[24] ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING
HUFFMAN, GW
JOURNAL OF FINANCE, 1985, 40 (03): : 691 - 705
[25] MARTINGALES AND THE THEORY OF CAPITAL-ASSET PRICING
SHREVE, SE
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1992, 180 : 809 - 823
[26] OPTIMAL COMMODITY HEDGING WITHIN THE CAPITAL-ASSET PRICING MODEL
BOND, GE
THOMPSON, SR
JOURNAL OF FUTURES MARKETS, 1986, 6 (03) : 421 - 431
[27] EXPERIMENTAL TESTS OF THE SEPARATION THEOREM AND THE CAPITAL-ASSET PRICING MODEL
KROLL, Y
LEVY, H
RAPOPORT, A
AMERICAN ECONOMIC REVIEW, 1988, 78 (03): : 500 - 519
[28] THE EFFICIENT MARKETS MODEL AND THE CAPITAL-ASSET PRICING MODEL - AN INTERPRETIVE ESSAY
BARTH, J
CORDES, J
RIVISTA INTERNAZIONALE DI SCIENZE ECONOMICHE E COMMERCIALI, 1980, 27 (04): : 301 - 316
[29] ARBITRAGE PRICING, CAPITAL-ASSET PRICING, AND AGRICULTURAL ASSETS
ARTHUR, LM
CARTER, CA
ABIZADEH, F
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (02) : 359 - 365
[30] APPLICATION OF THE CAPITAL-ASSET PRICING MODEL TO DIVISIONAL REQUIRED RETURNS
VANHORNE, JC
FINANCIAL MANAGEMENT, 1980, 9 (01) : 14 - 19

← 1 2 3 4 5 →