RISK, RETURN, AND EQUILIBRIUM

被引：84

作者：

FAMA, EF ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL

来源：

关键词：

D O I：

10.1086/259723

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：30 / 55

页数：26

共 21 条

[1]

Blume M. E., 1968, THESIS U CHICAGO

[2] PORTFOLIO ANALYSIS IN A STABLE PARETIAN MARKET [J].

FAMA, EF .

[3] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

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

FAMA, EF .

[5] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[6]

Feller W., 1966, INTRO PROBABILITY TH, V2

[7]

Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

JENSEN, MC .

[9]

KENDALL MG, 1953, J ROYAL STATISTICAL, V96, P11

[10] MARKET AND INDUSTRY FACTORS IN STOCK PRICE BEHAVIOR [J].

KING, BF .