CAPITAL-ASSET PRICING WITH PROPORTIONAL TRANSACTION COSTS

被引：13

|

作者：

MILNE, F

SMITH, CW

机构：

[1] UNIV ROCHESTER, ROCHESTER, NY 14627 USA

[2] AUSTRALIAN NATL UNIV, CANBERRA, ACT 2600, AUSTRALIA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1980年 / 15卷 / 02期

关键词：

D O I：

10.2307/2330344

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：253 / 266

页数：14

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