Stochastic Portfolio Theory and Stock Market Equilibrium
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference14 articles.
1. Investment criteria: a three asset portfolio balance model;Latané;Review of Economics and Statistics,1963
2. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets;Lintner;Review of Economics and Statistics,1965a
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