DEVELOPMENT OF AN EQUILIBRIUM CAPITAL-MARKET MODEL BASED ON SEMIVARIANCE

被引：148

作者：

HOGAN, WW

WARREN, JM

机构：

[1] USAF ACAD,COLORADO SPRS,CO 80900

[2] UNIV CALIF,LOS ANGELES,CA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1974年 / 9卷 / 01期

关键词：

D O I：

10.2307/2329964

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1 / 11

页数：11

共 11 条

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

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[9] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J].

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JOURNAL OF FINANCE, 1964, 19 (03) :425-442

[10]

SMITH K, 1971, PORTFOLIO MANAGEMENT

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