Extending the capital asset pricing model: the reward beta approach
Author:
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-629X.2007.00202.x/fullpdf
Reference12 articles.
1. Capital market equilibrium in a mean-lower partial moment framework
2. G. N. Bornholt , 2006 , Expected utility and mean-risk asset pricing models, working paper ( Griffith University, Gold Coast, Qld).
3. Overconfidence, Arbitrage, and Equilibrium Asset Pricing
4. An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors
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