OPTION PRICING MODEL AND RISK FACTOR OF STOCK

被引：523

作者：

GALAI, D

MASULIS, RW

机构：

[1] HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL

[2] UNIV CHICAGO,CHICAGO,IL 60637

来源：

关键词：

D O I：

10.1016/0304-405X(76)90020-9

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：53 / 81

页数：29

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BLACK, F ;

SCHOLES, M .

[4]

Blume M. E., 1968, THESIS U CHICAGO

[5]

Blume M E, 1971, J FINANCE MAR, P1

[6]

Fama E., 1970, J FINANC, P383

[7]

Fama E. F., 1972, THEORY FINANCE

[8] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

FAMA, EF ;

MACBETH, JD .

[9]

GALAI D, 1974, BONESS BLACK SCHOLES

[10]

GALAI D, 1974, 7405 U CHIC CTR MATH