SYSTEMATIC AND UNSYSTEMATIC COMPONENTS OF FINANCIAL RISK

被引：15

作者：

BEJA, A ^{[1
]}

机构：

[1] TEL AVIV UNIV,LEON RECANATI GRAD SCH BUSINESS ADM,TEL AVIV,ISRAEL

来源：

关键词：

D O I：

10.1111/j.1540-6261.1972.tb00617.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：37 / 45

页数：9

共 13 条

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ARROW, KJ .

[2]

BEJA A, TO BE PUBLISHED

[3]

Debreu G., 1959, THEORY VALUE AXIOMAT

[4] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J].

FAMA, EF .

HIRSHLEIFER, J .

LINTNER, J .

[7]

LINTNER J, 1965, J FINANC, V20, P387

[8]

Roy A.D., 1952, ECONOMETRICA, V20, P431, DOI [10.2307/1907413, DOI 10.2307/1907413]

SHARPE, WF .

SHARPE, WF .