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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 . 
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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