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The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets

Опубликовано на портале: 31-03-2003
Review of Economics and Statistics. 1965.  Vol. 47. No. 1. P. 13-37. 
Доступен в JStore.

Studies the valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Selection of optimal security portfolios by risk-averse investors who have the alternative of investing in risk-free securities with a positive return; Development of equilibrium properties within the risk asset portfolio; Derivation of equilibrium market prices which reflect the presence of market uncertainty. (Из Ebsco)
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