Subject
Applied Mathematics,Computer Science Applications,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Statistics and Probability
Reference56 articles.
1. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets;Lintner;Review of Economics and Statistics,1965
2. Equilibrium in capital asset market;Mossin;Econometrica,1966
3. Capital asset prices: a theory of market equilibrium under conditions of risk;Sharpe;Journal of Finance,1964
4. Toward a Theory of Market Value of Risky Assets;Treynor,1961
5. The cross-section of expected stock returns;Fama;The Journal of Finance,1992
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献