NEW LOOK AT CAPITAL ASSET PRICING MODEL

被引：171

|

作者：

BLUME, ME ^{[1
]}

FRIEND, I ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

JOURNAL OF FINANCE | 1973年 / 28卷 / 01期

关键词：

D O I：

10.2307/2978165

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：19 / 33

页数：15

相关论文

共 50 条

[21] Comments and Perspectives on The Capital Asset Pricing Model'
Subrahmanyam, Avanidhar
ABACUS-A JOURNAL OF ACCOUNTING FINANCE AND BUSINESS STUDIES, 2013, 49 : 79 - 81
[22] A semiparametric conditional capital asset pricing model
Cai, Zongwu
Ren, Yu
Yang, Bingduo
JOURNAL OF BANKING & FINANCE, 2015, 61 : 117 - 126
[23] CAPITAL ASSET PRICING MODEL AND INVESTMENT HORIZON
LEVHARI, D
LEVY, H
REVIEW OF ECONOMICS AND STATISTICS, 1977, 59 (01) : 92 - 104
[24] The capital asset pricing model in economic perspective
Dawson, Peter C.
APPLIED ECONOMICS, 2015, 47 (06) : 569 - 598
[25] PROBABILITY OF LOSS AND CAPITAL ASSET PRICING MODEL
LAUGHHUNN, DJ
SPRECHER, CR
FINANCIAL MANAGEMENT, 1977, 6 (01) : 18 - 25
[26] Capital Asset Pricing Model and Empirical Research
Zhu, Jing
Wang, Beiqi
2013 3RD INTERNATIONAL CONFERENCE ON SOCIAL SCIENCES AND SOCIETY (ICSSS 2013), PT 3, 2013, 34 : 287 - 291
[27] RISK RETURN AND THE 3-MOMENT CAPITAL-ASSET PRICING MODEL - ANOTHER LOOK
TAN, KJ
JOURNAL OF BANKING & FINANCE, 1991, 15 (02) : 449 - 460
[28] Human-capital-adjusted capital asset pricing model
Qin, J
JAPANESE ECONOMIC REVIEW, 2002, 53 (02) : 182 - 198
[29] Human-Capital-Adjusted Capital Asset Pricing Model
Jie Qin
The Japanese Economic Review, 2002, 53 : 182 - 198
[30] Shariah-compliant Capital Asset Pricing Model: New mathematical modeling
Derbali A.
El Khaldi A.
Jouini F.
Journal of Asset Management, 2017, 18 (7) : 527 - 537

← 1 2 3 4 5 →