INTERTEMPORAL CAPITAL ASSET PRICING MODEL

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) : 1 - 4

[4] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) : 122 - 160

[5] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[6] COX DR, 1968, THEORY STOCHASTIC PR

[7] Debreu G., 1959, THEORY VALUE AXIOMAT

[8] Fama E. F., 1972, THEORY FINANCE

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] FAMA EF, 1970, AM ECON REV, V60, P163

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J]. REVIEW OF ECONOMIC STUDIES, 1964, 31 : 91 - 96

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J]. REVIEW OF ECONOMIC STUDIES, 1969, 36 (01) : 1 - 4

[4] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) : 122 - 160

[5] SUBORDINATED STOCHASTIC-PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES [J]. ECONOMETRICA, 1973, 41 (01) : 135 - 155

[6] COX DR, 1968, THEORY STOCHASTIC PR

[7] Debreu G., 1959, THEORY VALUE AXIOMAT

[8] Fama E. F., 1972, THEORY FINANCE

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] FAMA EF, 1970, AM ECON REV, V60, P163