From dynamical linear pricing rule to dynamical capital asset pricing model

被引：0
|
作者：
School of Sciences, Beijing University of Posts and Telecommunications, Beijing 100876, China [1 ]
不详 [2 ]
机构：
来源：
Xitong Gongcheng Lilum yu Shijian | 2007年 / 5卷 / 48-54期
关键词：
9;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：48 / 54
相关论文
共 50 条
  • [21] PROBABILITY OF LOSS AND CAPITAL ASSET PRICING MODEL
    LAUGHHUNN, DJ
    SPRECHER, CR
    FINANCIAL MANAGEMENT, 1977, 6 (01) : 18 - 25
  • [22] The capital asset pricing model in economic perspective
    Dawson, Peter C.
    APPLIED ECONOMICS, 2015, 47 (06) : 569 - 598
  • [23] Capital Asset Pricing Model and Empirical Research
    Zhu, Jing
    Wang, Beiqi
    2013 3RD INTERNATIONAL CONFERENCE ON SOCIAL SCIENCES AND SOCIETY (ICSSS 2013), PT 3, 2013, 34 : 287 - 291
  • [24] Human-capital-adjusted capital asset pricing model
    Qin, J
    JAPANESE ECONOMIC REVIEW, 2002, 53 (02) : 182 - 198
  • [25] Human-Capital-Adjusted Capital Asset Pricing Model
    Jie Qin
    The Japanese Economic Review, 2002, 53 : 182 - 198
  • [26] ASSET PRICING WITH CAPITAL ACCUMULATION
    HUFFMAN, GW
    INTERNATIONAL ECONOMIC REVIEW, 1986, 27 (03) : 565 - 582
  • [27] Information and capital asset pricing
    Li, Baibing
    Yin, Xiangkang
    EUROPEAN JOURNAL OF FINANCE, 2011, 17 (07): : 505 - 523
  • [28] Capital Mobility and Asset Pricing
    Duffie, Darrell
    Strulovici, Bruno
    ECONOMETRICA, 2012, 80 (06) : 2469 - 2509
  • [29] Capital asset pricing model in Portugal: Evidence from fractal regressions
    Kristoufek, Ladislav
    Ferreira, Paulo
    PORTUGUESE ECONOMIC JOURNAL, 2018, 17 (03) : 173 - 183
  • [30] Capital asset pricing model in Portugal: Evidence from fractal regressions
    Ladislav Kristoufek
    Paulo Ferreira
    Portuguese Economic Journal, 2018, 17 : 173 - 183
12345