RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS

被引：172

作者：

FAMA, EF ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL

来源：

关键词：

D O I：

10.2307/2325308

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：29 / 40

页数：12

共 16 条

[1]

BLUME ME, 1967, THESIS U CHICAGO

[2]

FAMA E, UNPUBLISHED MANUSCRI

[3] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[4]

FAMA EF, 1965, MANAGEMENT SCI JAN, P404

[5]

JENSEN MC, 1967, THESIS U CHICAGO

[6] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .

LINTNER, J .

[8] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

LINTNER, J .

[9]

MANDELBROT B, 1963, J BUS, P394

[10]

Markowitz H., 1971, PORTFOLIO SELECTION