Author

Publication

1997-11-01 - JAI Press

Language

English

Word Count

76,000 words, Guess

Page Count

304 pages

Physical Format

Hardcover

Identifiers

First Sentence

The equilibrium pricing models of assets such as the Capital Asset Pricing Model developed by Sharpe (1964) and Lintner (1965) as well as the multifactor models motivated by the theory of Ross (1976) define the asset's return as a function of its systematic risk.

Subjects

Other Editions

  • Advances in Financial Planning and Forecasting, Volume 7 (Advances in Financial Planning and Forecasting)HardcoverJAI Press1997-11-01

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