THE EQUILIBRIUM PRICING-MODELS - THEIR RELATIONSHIPS AND THEIR APPLICATION TO PORTFOLIO THEORY

被引：0

作者：

CORHAY, A ^{[1
]}

机构：

[1] STATE UNIV LIEGE,B-4000 LIEGE,BELGIUM

来源：

CAHIERS ECONOMIQUES DE BRUXELLES | 1990年 / 125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

页码：33 / 51

页数：19

共 50 条

[1] TESTING ASSET PRICING-MODELS WITH CHANGING EXPECTATIONS AND AN UNOBSERVABLE MARKET PORTFOLIO
GIBBONS, MR
FERSON, W
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (02) : 217 - 236
[2] ARBITRAGE PRICING-MODELS - THE SUFFICIENT NUMBER OF FACTORS AND EQUILIBRIUM CONDITIONS
EHRHARDT, MC
[J]. JOURNAL OF FINANCIAL RESEARCH, 1987, 10 (02) : 111 - 120
[3] EQUILIBRIUM WARRANT PRICING-MODELS AND ACCOUNTING FOR EXECUTIVE STOCK-OPTIONS
NOREEN, E
WOLFSON, M
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1981, 19 (02) : 384 - 398
[4] A NOTE ON EQUILIBRIUM WARRANT PRICING-MODELS AND ACCOUNTING FOR EXECUTIVE STOCK-OPTIONS
GALAI, D
[J]. JOURNAL OF ACCOUNTING RESEARCH, 1989, 27 (02) : 313 - 315
[5] ECONOMETRIC EVALUATION OF ASSET PRICING-MODELS
HANSEN, LP
HEATON, J
LUTTMER, EGJ
[J]. REVIEW OF FINANCIAL STUDIES, 1995, 8 (02): : 237 - 274
[6] TEMPORAL DEPENDENCE IN ASSET PRICING-MODELS
TURTLE, HJ
[J]. ECONOMICS LETTERS, 1994, 45 (03) : 361 - 366
[7] THE MEASUREMENT OF RETURNS IN ASSET PRICING-MODELS
LAYSON, SK
SEAKS, TG
WINGLER, TR
[J]. ECONOMICS LETTERS, 1985, 18 (2-3) : 255 - 259
[8] THE EMPIRICAL RELEVANCE OF ARBITRAGE PRICING-MODELS
DHRYMES, PJ
[J]. JOURNAL OF PORTFOLIO MANAGEMENT, 1984, 10 (04): : 35 - 44
[9] Factor Models in Portfolio and Asset Pricing Theory
Connor, Gregory
Korajczyk, Robert A.
[J]. HANDBOOK OF PORTFOLIO CONSTRUCTION: CONTEMPORARY APPLICATIONS OF MARKOWITZ TECHNIQUE, 2010, : 401 - +
[10] COMPETITIVE EQUILIBRIA IN UNIFORM DELIVERED PRICING-MODELS
GRONBERG, T
MEYER, J
[J]. AMERICAN ECONOMIC REVIEW, 1981, 71 (04): : 758 - 763

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