The arbitrage theory of capital asset pricing
Опубликовано на портале: 31-03-2003
Journal of Economic Theory.
1976.
Vol. 13.
No. 3.
P. 341-60 .
Тематический раздел:
Examines the arbitrage model of capital asset pricing as an alternative to the mean
variance capital asset pricing model introduced by Sharpe, Lintner and Treynor. Overview
of the arbitrage theory; Role of the arbitrage model in explaining phenomena observed
in capital markets for risky assets; Influence of the presence of noise on the pricing
relation. (Из Ebsco)
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