Market and Industry Factors in Stock Price Behavior
Опубликовано на портале: 12-11-2004
Journal of Business.
1966.
Vol. 39.
No. 1.
P. 139-190.
Тематические разделы:
The analysis of the interdependence of an ensemble of security prices changes carries
with it implications for such seemingly diverse financial topics as (1) methods of
portfolio selection, (2) the design of index numbers, and (3) the theory of cost
of capital. The concluding section of this work will attempt to relate these subjects
to the principal statistical results in addition to suggesting further research that
can capitalize on the present finding.
Материалы статьи используются в книге "Принципы корпоративных финансов" (Брейли, Майерс)
Ключевые слова
cost of capital market portfolio selection stock prices выбор портфеля активов курс акций поведение курса рынок ценных бумаг
См. также:
[Диссертация]
[Диссертация]
Journal of Finance.
1999.
Vol. 54.
No. 1.
P. 1-34.
[Статья]