NONMARKETABLE ASSETS AND DETERMINANTS OF MARKET PRICE OF RISK

被引：8
|
作者：
LANDSKRONER, Y
机构：
来源：
REVIEW OF ECONOMICS AND STATISTICS | 1977年 / 59卷 / 04期
关键词：
D O I：
10.2307/1928713
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：482 / 492
页数：11
相关论文
共 50 条
  • [1] NONMARKETABLE ASSETS VERSION OF THE CAPM: THE CASE OF THE RUSSIAN STOCK MARKET
    Bukhvalov, A. V.
    Bokuchava, L. Z.
    [J]. ROSSIISKII ZHURNAL MENEDZHMENTA, 2018, 16 (02): : 173 - 186
  • [2] BANKS AND LOAN SALES - MARKETING NONMARKETABLE ASSETS
    GORTON, GB
    PENNACCHI, GG
    [J]. JOURNAL OF MONETARY ECONOMICS, 1995, 35 (03) : 389 - 411
  • [3] MARKETABILITY OF ASSETS AND THE PRICE OF RISK
    STAPLETON, RC
    SUBRAHMANYAM, MG
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1979, 14 (01) : 1 - 10
  • [4] THE MARKET VALUE OF ASSETS AND RISK
    Rybarova, Daniela
    [J]. AKTUALNE PROBLEMY PODNIKOVEJ SFERY 2013, 2013, : 474 - 479
  • [5] PRICE DETERMINANTS OF ITALIAN METAL MARKET
    NAHUM, R
    [J]. METALL, 1978, 32 (02): : 189 - 190
  • [6] On the market price of risk
    Robert Korkie
    Harry Turtle
    [J]. Mathematics and Financial Economics, 2021, 15 : 675 - 718
  • [7] On the market price of risk
    Korkie, Robert
    Turtle, Harry
    [J]. MATHEMATICS AND FINANCIAL ECONOMICS, 2021, 15 (04) : 675 - 718
  • [8] MARKET PRICE OF RISK
    SCHILBRE.CM
    [J]. REVIEW OF ECONOMIC STUDIES, 1973, 40 (02): : 283 - 292
  • [9] NONMARKETABLE ASSETS AND DETERMINATION OF CAPITAL ASSET PRICES IN ABSENCE OF A RISKLESS ASSET
    MAYERS, D
    [J]. JOURNAL OF BUSINESS, 1973, 46 (02): : 258 - 267
  • [10] Physical market determinants of the price of crude oil and the market premium
    Chevillon, Guillaume
    Rifflart, Christine
    [J]. ENERGY ECONOMICS, 2009, 31 (04) : 537 - 549
12345