共 50 条
- [21] JUMP RISKS AND THE INTERTEMPORAL CAPITAL-ASSET PRICING MODEL JOURNAL OF BUSINESS, 1984, 57 (03): : 337 - 351
- [23] CAPITAL-ASSET PRICING MODEL - PROBLEM, SOLUTION, EXAMPLE JAHRBUCH FUR SOZIALWISSENSCHAFT, 1992, 43 (03): : 297 - 330
- [28] MARTINGALES AND THE THEORY OF CAPITAL-ASSET PRICING LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1992, 180 : 809 - 823
- [30] EXPERIMENTAL TESTS OF THE SEPARATION THEOREM AND THE CAPITAL-ASSET PRICING MODEL AMERICAN ECONOMIC REVIEW, 1988, 78 (03): : 500 - 519