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NONMARKETABLE ASSETS AND DETERMINATION OF CAPITAL ASSET PRICES IN ABSENCE OF A RISKLESS ASSET
被引:66
作者
:
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024
UNIV CALIF,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024
MAYERS, D
[
1
]
机构
:
[1]
UNIV CALIF,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024
来源
:
JOURNAL OF BUSINESS
|
1973年
/ 46卷
/ 02期
关键词
:
D O I
:
10.1086/295528
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:258 / 267
页数:10
相关论文
共 10 条
[1]
CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
BLACK, F
[J].
JOURNAL OF BUSINESS,
1972,
45
(03)
: 444
-
455
[2]
DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3
[3]
RISK, RETURN, AND EQUILIBRIUM
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1971,
79
(01)
: 30
-
55
[4]
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
LINTNER, J
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1965,
47
(01)
: 13
-
37
[5]
AGGREGATION OF INVESTORS DIVERSE JUDGMENTS AND PREFERENCES IN PURELY COMPETITIVE SECURITY MARKETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA
HARVARD UNIV,CAMBRIDGE,MA
LINTNER, J
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1969,
4
(04)
: 347
-
400
[6]
LONG JB, 1971, NOTES BLACK VALUATIO
[7]
Mayers D., 1972, STUDIES THEORY CAPIT
[8]
EQUILIBRIUM IN A CAPITAL ASSET MARKET
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
MOSSIN, J
[J].
ECONOMETRICA,
1966,
34
(04)
: 768
-
+
[9]
CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
JOURNAL OF FINANCE,
1964,
19
(03)
: 425
-
442
[10]
A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
MANAGEMENT SCIENCE,
1963,
9
(02)
: 277
-
293
←
1
→
共 10 条
[1]
CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
BLACK, F
[J].
JOURNAL OF BUSINESS,
1972,
45
(03)
: 444
-
455
[2]
DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3
[3]
RISK, RETURN, AND EQUILIBRIUM
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1971,
79
(01)
: 30
-
55
[4]
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
LINTNER, J
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1965,
47
(01)
: 13
-
37
[5]
AGGREGATION OF INVESTORS DIVERSE JUDGMENTS AND PREFERENCES IN PURELY COMPETITIVE SECURITY MARKETS
LINTNER, J
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV,CAMBRIDGE,MA
HARVARD UNIV,CAMBRIDGE,MA
LINTNER, J
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1969,
4
(04)
: 347
-
400
[6]
LONG JB, 1971, NOTES BLACK VALUATIO
[7]
Mayers D., 1972, STUDIES THEORY CAPIT
[8]
EQUILIBRIUM IN A CAPITAL ASSET MARKET
MOSSIN, J
论文数:
0
引用数:
0
h-index:
0
MOSSIN, J
[J].
ECONOMETRICA,
1966,
34
(04)
: 768
-
+
[9]
CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
JOURNAL OF FINANCE,
1964,
19
(03)
: 425
-
442
[10]
A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS
SHARPE, WF
论文数:
0
引用数:
0
h-index:
0
SHARPE, WF
[J].
MANAGEMENT SCIENCE,
1963,
9
(02)
: 277
-
293
←
1
→