NONMARKETABLE ASSETS AND DETERMINATION OF CAPITAL ASSET PRICES IN ABSENCE OF A RISKLESS ASSET

被引：66

作者：

MAYERS, D ^{[1
]}

机构：

[1] UNIV CALIF,GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024

来源：

关键词：

D O I：

10.1086/295528

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：258 / 267

页数：10

共 10 条

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

BLACK, F .

[2]

DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[3] RISK, RETURN, AND EQUILIBRIUM [J].

FAMA, EF .

LINTNER, J .

LINTNER, J .

[6]

LONG JB, 1971, NOTES BLACK VALUATIO

[7]

Mayers D., 1972, STUDIES THEORY CAPIT

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

MOSSIN, J .

SHARPE, WF .

[10] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J].

SHARPE, WF .