CAPITAL-ASSET PRICING UNDER ALTERNATIVE POLICY REGIMES

被引：1

作者：

GREEN, C

KEATING, G

机构：

[1] LONDON GRAD SCH BUSINESS STUDIES,CTR ECON FORECASTING,LONDON,ENGLAND

[2] CREDIT SUISSE 1ST BOSTON LTD,LONDON W1T 7AA,ENGLAND

来源：

关键词：

D O I：

10.1016/0264-9993(88)90015-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：133 / 144

页数：12

共 13 条

[1] GROSS SUBSTITUTABILITY OF FINANCIAL ASSETS [J].

BLANCHARD, OJ ;

PLANTES, MK .

FRIEDMAN, BM .

[3]

FRIEDMAN BM, 1979, 7905 FED RES BANK KA

GREEN, C .

[5]

GREEN CJ, 1982, THESIS

[6]

KEATING GB, 1985, RECENT ADV MONETARY

[7]

LUCAS RE, 1976, J MONETARY EC S, V5

[8]

Markowitz H., 1971, PORTFOLIO SELECTION

[9] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J].

MERTON, RC .

[10] DISCOUNT HOUSE PORTFOLIO AND DEBT SELECTION [J].

PARKIN, M .