RATIONAL RESPONSE TO SHOCKS IN A DYNAMIC-MODEL OF CAPITAL ASSET PRICING

被引：1

|

作者：

BLACK, SW ^{[1
]}

机构：

[1] VANDERBILT UNIV,NASHVILLE,TN 37203

来源：

AMERICAN ECONOMIC REVIEW | 1976年 / 66卷 / 05期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

下载

收藏

页码：767 / 779

页数：13

相关论文

共 50 条

[1] Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks
Lansing, Kevin J.
AMERICAN ECONOMIC JOURNAL-MACROECONOMICS, 2015, 7 (04) : 67 - 103
[2] The capital asset pricing model
Perold, AF
JOURNAL OF ECONOMIC PERSPECTIVES, 2004, 18 (03): : 3 - 24
[3] The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
Engle, Robert F.
JOURNAL OF MONETARY ECONOMICS, 2010, 57 (04) : 377 - 390
[4] PRICING IN A DYNAMIC-MODEL WITH SATURATION
LANDAU, HJ
ECONOMETRICA, 1976, 44 (06) : 1153 - 1155
[5] A DYNAMIC-MODEL OF PRODUCT QUALITY AND PRICING DECISIONS ON SALES RESPONSE
NARASIMHAN, R
GHOSH, S
MENDEZ, D
DECISION SCIENCES, 1993, 24 (05) : 893 - 908
[6] The Lost Capital Asset Pricing Model
Andrei, Daniel
Cujean, Julien
Wilson, Mungo
REVIEW OF ECONOMIC STUDIES, 2023, 90 (06): : 2703 - 2762
[7] A generalized capital asset pricing model
Lin, CT
MODSIM 2003: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, VOLS 1-4: VOL 1: NATURAL SYSTEMS, PT 1; VOL 2: NATURAL SYSTEMS, PT 2; VOL 3: SOCIO-ECONOMIC SYSTEMS; VOL 4: GENERAL SYSTEMS, 2003, : 1433 - 1438
[8] An Islamic capital asset pricing model
Selim, Tarek
HUMANOMICS, 2008, 24 (02) : 122 - +
[9] INTERTEMPORAL CAPITAL ASSET PRICING MODEL
MERTON, RC
ECONOMETRICA, 1973, 41 (05) : 867 - 887
[10] CAPITAL-ASSET PRICING MODEL
MULLINS, DW
HARVARD BUSINESS REVIEW, 1982, 60 (02) : 203 - &

← 1 2 3 4 5 →