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

[41] ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING - DISCUSSION
SINGLETON, KJ
JOURNAL OF FINANCE, 1985, 40 (03): : 705 - 709
[42] THE CAPITAL-ASSET PRICING MODEL, INFLATION, AND THE INVESTMENT HORIZON - THE ISRAELI EXPERIENCE
LEVY, H
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (03) : 561 - 593
[43] THE HETEROGENEOUS INVESTMENT HORIZON AND THE CAPITAL-ASSET PRICING MODEL - THEORY AND IMPLICATIONS
LEE, CF
WU, CC
WEI, KCJ
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25 (03) : 361 - 376
[44] ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL-ASSET PRICING MODEL
SCOTT, LO
REVIEW OF ECONOMICS AND STATISTICS, 1989, 71 (03) : 365 - 375
[45] AN EMPIRICAL-ANALYSIS OF ANALYSTS FORECASTS IN THE CAPITAL-ASSET PRICING MODEL
SWIDLER, S
ECONOMICS LETTERS, 1985, 17 (04) : 401 - 405
[46] TEMPORAL AGGREGATION AND THE CONTINUOUS-TIME CAPITAL-ASSET PRICING MODEL
LONGSTAFF, FA
JOURNAL OF FINANCE, 1989, 44 (04): : 871 - 887
[47] CAPITAL-ASSET PRICING UNDER ALTERNATIVE POLICY REGIMES
GREEN, C
KEATING, G
ECONOMIC MODELLING, 1988, 5 (02) : 133 - 144
[48] DERIVATION OF THE CAPITAL-ASSET PRICING MODEL WITHOUT NORMALITY OR QUADRATIC PREFERENCE
KWON, YK
JOURNAL OF FINANCE, 1985, 40 (05): : 1505 - 1509
[49] Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks
Squartini, Tiziano
Almog, Assaf
Caldarelli, Guido
van Lelyveld, Iman
Garlaschelli, Diego
Cimini, Giulio
PHYSICAL REVIEW E, 2017, 96 (03)
[50] A NEW TEST OF THE 3-MOMENT CAPITAL-ASSET PRICING MODEL
LIM, KG
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1989, 24 (02) : 205 - 216

← 1 2 3 4 5 →