EFFECTS OF UNCERTAIN AND NONSTATIONARY PARAMETERS UPON CAPITAL-MARKET EQUILIBRIUM CONDITIONS

被引：19

作者：

BARRY, CB

机构：

来源：

关键词：

D O I：

10.2307/2330150

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：419 / 433

页数：15

共 19 条

BARRY, CB .

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BARRY, CB ;

WINKLER, RL .

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

BLACK, F .

[4]

BROWN SDM, UNPUBLISHED

[5]

DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[6]

Fama E. F., 1972, THEORY FINANCE

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

FAMA, EF .

[8]

Jensen M. C., 1972, CAPITAL ASSET PRICIN

[9] ESTIMATION RISK IN PORTFOLIO SELECTION MODEL [J].

KALYMON, BA .

LINTNER, J .