On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium

Examines an economic environment in which asset-specific risk components is not compensated at the capital market equilibrium. Capital asset pricing model; Asset allocation; Characterization of mean-variance model.

Saved in:
Bibliographic Details
Main Author: KWON, Young Koan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1983
Subjects:
Online Access:https://ink.library.smu.edu.sg/soa_research/590
http://dx.doi.org/10.1111/j.1467-8454.1983.tb00439.x
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English
id sg-smu-ink.soa_research-1589
record_format dspace
spelling sg-smu-ink.soa_research-15892010-09-22T14:12:03Z On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium KWON, Young Koan Examines an economic environment in which asset-specific risk components is not compensated at the capital market equilibrium. Capital asset pricing model; Asset allocation; Characterization of mean-variance model. 1983-12-01T08:00:00Z text https://ink.library.smu.edu.sg/soa_research/590 info:doi/10.1111/j.1467-8454.1983.tb00439.x http://dx.doi.org/10.1111/j.1467-8454.1983.tb00439.x Research Collection School Of Accountancy eng Institutional Knowledge at Singapore Management University Accounting
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Accounting
spellingShingle Accounting
KWON, Young Koan
On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
description Examines an economic environment in which asset-specific risk components is not compensated at the capital market equilibrium. Capital asset pricing model; Asset allocation; Characterization of mean-variance model.
format text
author KWON, Young Koan
author_facet KWON, Young Koan
author_sort KWON, Young Koan
title On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
title_short On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
title_full On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
title_fullStr On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
title_full_unstemmed On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
title_sort on negligibility of asset-specific risks at the capital market equilibrium
publisher Institutional Knowledge at Singapore Management University
publishDate 1983
url https://ink.library.smu.edu.sg/soa_research/590
http://dx.doi.org/10.1111/j.1467-8454.1983.tb00439.x
_version_ 1770568921965920256