RISK, PRICING OF CAPITAL ASSETS, AND EVALUATION OF INVESTMENT PORTFOLIOS

被引：401

作者：

JENSEN, MC ^{[1
]}

机构：

[1] UNIV ROCHESTER, COLL BUSINESS ADM, ROCHESTER, NY USA

来源：

关键词：

D O I：

10.1086/295182

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：167 / 247

页数：81

共 68 条

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[4] Bachelier L., 1964, RANDOM CHARACTER STO
[5] Blume M. E., 1968, THESIS U CHICAGO
[6] BORCH K, 1968, SWED J ECON, V70, P19
[7] AN ANALYSIS OF TRANSFORMATIONS
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[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) : 211 - 252
[8] EMPIRICAL EVALUATION OF ALTERNATIVE PORTFOLIO-SELECTION MODELS
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POGUE, JA
[J]. JOURNAL OF BUSINESS, 1967, 40 (02) : 166 - 193
[9] SOME COMMENTS CONCERNING MUTUAL FUND VERSUS RANDOM PORTFOLIO PERFORMANCE
COHEN, KJ
POGUE, JA
[J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 180 - 190
[10] COHEN LJ, 1968, MEASURING INVESTMENT