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.
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Institutional Knowledge at Singapore Management University
1983
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Online Access: | https://ink.library.smu.edu.sg/soa_research/590 http://dx.doi.org/10.1111/j.1467-8454.1983.tb00439.x |
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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 |
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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 |
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KWON, Young Koan |
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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 |
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