haku: @author Wu, C. / yhteensä: 21
viite: 19 / 21
Tekijä: | Lee, C. F. Wei, K. C. J. Wu, C. |
Otsikko: | The heterogenous investment horizon and the capital asset pricing model: theory and implications. |
Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 361-376 |
Asiasana: | CAPITAL ASSET PRICING |
Kieli: | eng |
Tiivistelmä: | Derivation of an equilibrium risk-return relationship and proposed translog model for estimating systematic risks. Investment horizon effect on return and risk. Market equilibrium. Translog function of capital asset pricing model. The Appendix covers generalized risk and return relationship. |
SCIMA