LONG-TERM GROWTH IN SHORT-TERM MARKET

被引：20

作者：

FAMA, EF ^{[1
]}

MACBETH, JD ^{[1
]}

机构：

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

来源：

关键词：

D O I：

10.2307/2978597

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：857 / 885

页数：29

共 26 条

HAKANSSON, NH .

[12] CAPITAL MARKETS - THEORY AND EVIDENCE [J].

JENSEN, MC .

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398

[13]

Jensen Michael C. Fischer, 1972, STUDIES THEORY CAPIT

[14] A NEW INTERPRETATION OF INFORMATION RATE [J].

KELLY, JL .

BELL SYSTEM TECHNICAL JOURNAL, 1956, 35 (04) :917-926

[15] CRITERIA FOR CHOICE AMONG RISKY VENTURES [J].

LATANE, HA .

LINTNER, J .

[17]

Markowitz H., 1971, PORTFOLIO SELECTION

[18]

Miller M.H., 1972, STUDIES THEORY CAPIT, V23, P768

[19]

MORRISON DF, 1967, MULTIVARIATE STATIST

[20]

Officer R.R., 1971, THESIS U CHICAGO