Capital Asset Prices a theory of market equilibrium under conditions of risk - William F. Sharpe
内容提示: American Finance AssociationCapital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskAuthor(s): William F. SharpeSource: The Journal of Finance, Vol. 19, No. 3 (Sep., 1964), pp. 425-442Published by: Blackwell Publishing for the American Finance AssociationStable...
Capital Asset Prices A Theory of Market Equilibrium under Conditions of Risk 热度: capital asset prices: a theory of market equilibrum under conditions risk 热度: (金融工程)Capital Asset Prices_ A Theory of Market Equilibrium under Conditions of Risk ...
condtionsequilibriumassetpricescapitalrisk TheJoumalofFINANCE VOL.XIX SEPTEMBER1964 No. 3 CAPITALASSETPRICES:ATHEORYOFMARKET EQUILIBRIUMUNDERCONDITIONSOFRISK* WILLIAMF.SHARPEI I. INTRODUCTION ONEOFTHEPROBLEMSwhichhasplaguedthoseattemptingtopredictthe behaviorofcapitalmarketsistheabsenceofabodyofpositivemicro- econ...
3 SEPTEMBER 1964 CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* WILLIAM F. SHARPEt I. INTRODUCTION ONE OF THE PROBLEMSwhich has plagued those attempting to predict the behavior of capital markets is the absence of a body of positive microeconomic theory dealing ...
Banz, R. W. (1981). The relationship between return and market value of common stocks.Journal of Financial Economics9(1), 3 – 18. Basu, S. (1977). Investment performance of common stocks in relation to their price–earnings ratios: A test of the efficient market hypothesis.Journal ...
Terms and Conditions The journal of FINANCE VOL. XIX SEPTEMBER1964 No. 3 CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* WILLIAM F. SHARPEt I. INTRODUCTION ONE OF THE PROBLEMSwhich has plagued those attempting to predict the behavior of capital markets is the ...
WF Sharpe - 《Journal of Finance》 被引量: 2.5万发表: 1964年 CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* Illustrates capital asset prices as a theory of market equilibrium under conditions of risk. Investor's preference function; Allocation of funds; Investmen...
Capital asset prices: A theory of market equilibrium under conditions of risk J. Finance, 19 (3) (1964), pp. 425-442 Google Scholar Shen et al., 2019 Shen D., Urquhart A., Wang P. Does twitter predict Bitcoin? Econom. Lett., 174 (2019), pp. 118-122 View PDFView articleView in...
Economic theory An equilibrium theory of organizational forms| A complementary market analysis THE UNIVERSITY OF TEXAS AT AUSTIN David S. SibleyMaxwell S. Stinchcombe CakirerKeremThe dissertation develops an equilibrium theory of mergers in a complementary market setting where downstream firms sell a ...