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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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1983
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| 在線閱讀: | 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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| 機構: | Singapore Management University |
| 語言: | English |