THE MARKET MODEL AND CAPITAL-ASSET PRICING THEORY - A NOTE

被引：18

作者：

STAPLETON, RC

SUBRAHMANYAM, MG

机构：

[1] MANCHESTER BUSINESS SCH, MANCHESTER M15 6PB, LANCS, ENGLAND

[2] NYU, NEW YORK, NY 10003 USA

来源：

JOURNAL OF FINANCE | 1983年 / 38卷 / 05期

关键词：

D O I：

10.2307/2327592

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1637 / 1642

页数：6

共 18 条

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STEHLE, RE .

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[4]

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REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) :13-37

[7]

LUKACS E, 1964, APPLICATIONS CHARACT

[8]

MATHAI AM, 1977, CHARACTERIZATION NOR

[9] EQUILIBRIUM IN A CAPITAL ASSET MARKET [J].

MOSSIN, J .

ECONOMETRICA, 1966, 34 (04) :768-+

[10] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J].

MUTH, JF .

ECONOMETRICA, 1961, 29 (03) :315-335

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