CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK

被引：7201

作者：

SHARPE, WF

机构：

来源：

关键词：

D O I：

10.2307/2977928

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：425 / 442

页数：18

共 11 条

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[4] LIQUIDITY
HICKS, JR
[J]. ECONOMIC JOURNAL, 1962, 72 (288) : 787 - 802
[5] HIRSHLEIFER, 1963, 76TH PAP P ANN M AM
[6] MARKOWITZ, 1956, NAVAL RES LOGISTICS, V3, P111
[7] Markowitz H., 1971, PORTFOLIO SELECTION
[8] MARKowrrz H, 1952, J FINANC, V12, P77
[9] MODIGLIANI F, 1958, AM ECON REV, V48, P261
[10] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS
SHARPE, WF
[J]. MANAGEMENT SCIENCE, 1963, 9 (02) : 277 - 293