CAPITAL GROWTH MODEL - EMPIRICAL INVESTIGATION

被引:5
作者
BICKSLER, JL
THORP, EO
机构
[1] RUTGERS UNIV,NEWARK,NJ 07102
[2] UNIV CALIF,IRVINE,CA 92664
关键词
D O I
10.2307/2330023
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:273 / 287
页数:15
相关论文
共 39 条
[1]   THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].
ARROW, KJ .
REVIEW OF ECONOMIC STUDIES, 1964, 31 :91-96
[2]  
BLUME M, TO BE PUBLISHED
[3]  
BLUME M, 1970, AM ECONOMIC REVI SEP
[4]  
BREIMAN L, 1960, NAVAL RESEARCH L DEC, P647
[5]  
Debreu G., 1959, THEORY VALUE AXIOMAT
[6]  
FAMA E, UNPUBLISHED MANUSCRI
[7]  
Fama E. F., 1972, THEORY FINANCE
[8]   RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].
FAMA, EF .
JOURNAL OF FINANCE, 1968, 23 (01) :29-40
[9]  
FRIEND I, 1972, 1872 U PENNS RODN L
[10]  
HADAR J, 1969, AM EC REV MAR, P25