The option pricing model and the risk factor of stock-Reference-Cited by-同舟云学术

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The option pricing model and the risk factor of stock

Published:1976-01 Issue:1-2 Volume:3 Page:53-81
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Galai Dan,Masulis Ronald W.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference42 articles.

1. Essays in the theory of risk-bearing;Arrow,1970

2. Risk-return relationship and stock prices;Bachrach,1974

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. The capital asset pricing model: Some empirical tests;Black,1972

5. The assessment of portfolio performance: An application of portfolio theory;Blume,1968

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