CAPITAL-ASSET PRICING COMPATIBLE WITH OBSERVED MARKET VALUE WEIGHTS

被引：20

|

作者：

BEST, MJ ^{[1
]}

GRAUER, RR ^{[1
]}

机构：

[1] SIMON FRASER UNIV,FAC BUSINESS ADM,DEPT ECON,BURNABY V5A 1S6,BC,CANADA

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 01期

关键词：

D O I：

10.2307/2328049

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：85 / 103

页数：19

相关论文

共 50 条

[31] AN ALTERNATIVE TEST OF THE CAPITAL-ASSET PRICING MODEL - REPLY
CHENG, PL
GRAUER, RR
AMERICAN ECONOMIC REVIEW, 1982, 72 (05): : 1201 - 1207
[32] THE CAPITAL-ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS
LEVY, H
SAMUELSON, PA
MANAGEMENT SCIENCE, 1992, 38 (11) : 1529 - 1542
[33] THE CAPITAL-ASSET PRICING MODEL: THE CASE OF SOUTH AFRICA
Reddy, T. L.
Thomson, R. J.
SOUTH AFRICAN ACTUARIAL JOURNAL, 2011, 11 : 43 - 84
[34] CAPITAL-ASSET PRICING AND FARM REAL-ESTATE
BARRY, PJ
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1980, 62 (03) : 549 - 553
[35] TIME PREFERENCE AND CAPITAL-ASSET PRICING-MODELS
BERGMAN, YZ
JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 145 - 159
[36] JUMP RISKS AND THE INTERTEMPORAL CAPITAL-ASSET PRICING MODEL
JARROW, RA
ROSENFELD, ER
JOURNAL OF BUSINESS, 1984, 57 (03): : 337 - 351
[37] FUZZY LINEAR CONSTRAINTS IN THE CAPITAL-ASSET PRICING MODEL
OSTERMARK, R
FUZZY SETS AND SYSTEMS, 1989, 30 (02) : 93 - 102
[38] UNIQUENESS OF EQUILIBRIUM IN THE CLASSICAL CAPITAL-ASSET PRICING MODEL
NIELSEN, LT
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1988, 23 (03) : 329 - 336
[39] THE CONSUMPTION-BASED CAPITAL-ASSET PRICING MODEL
DUFFIE, D
ZAME, W
ECONOMETRICA, 1989, 57 (06) : 1279 - 1297
[40] CAPITAL-ASSET PRICING MODEL - PROBLEM, SOLUTION, EXAMPLE
MILDE, H
JAHRBUCH FUR SOZIALWISSENSCHAFT, 1992, 43 (03): : 297 - 330

← 1 2 3 4 5 →