NOTE ON MARKET MODEL AND 2-PARAMETER MODEL

被引：22

作者：

FAMA, EF ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.2307/2978756

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1181 / 1185

页数：5

共 9 条

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[6]

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[7] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J].

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[8] BIAS IN FITTING SHARPE MODEL TO TIME SERIES DATA [J].

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SHARPE, WF .