CAPITAL-ASSET PRICING WITH PROPORTIONAL TRANSACTION COSTS

被引：13

作者：

MILNE, F

SMITH, CW

机构：

[1] UNIV ROCHESTER, ROCHESTER, NY 14627 USA

[2] AUSTRALIAN NATL UNIV, CANBERRA, ACT 2600, AUSTRALIA

来源：

关键词：

D O I：

10.2307/2330344

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：253 / 266

页数：14

共 13 条

[1] TRANSACTIONS COST APPROACH TO THEORY OF FINANCIAL INTERMEDIATION [J].

BENSTON, GJ ;

SMITH, CW .

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

[3]

Fama E. F., 1972, THEORY FINANCE

LINTNER, J .

[5]

MAGILL MJ, 1976, J ECON THEORY, P264

[6]

MAGILL MJ, 1976, J ECON THEORY, P245

MAYERS, D .

[8]

Mayers D., 1972, STUDIES THEORY CAPIT

[9]

MILNE F, 1977, OPERATION FINANCIAL

[10] EQUILIBRIUM IN A CAPITAL ASSET MARKET [J].

MOSSIN, J .