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Some Results in the CAPM with Nontraded Endowments:
Oh, Gyutaeg
Management Science. 42 (1996) 2 - p. 286-293 , 1996
Link:
https://www.jstor.org/stable/2633007
RT Journal T1
Some Results in the CAPM with Nontraded Endowments
UL https://suche.suub.uni-bremen.de/peid=jstor-2633007&Exemplar=1&LAN=DE A1 Oh, Gyutaeg PB Institute for Operations Research and the Management Sciences YR 1996 SN 0025-1909 SN 1526-5501 K1 Capital Asset Pricing Model K1 Incomplete Markets K1 Security Market Line K1 Mean-Variance Analysis K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Investment funds K1 Endowments K1 Business K1 Business economics K1 Corporate finance K1 Financial modeling K1 Capital asset pricing models K1 Financial market structures K1 Applied economics K1 Economic modeling K1 Security market line K1 Business operations K1 Commerce K1 Pricing K1 Prices K1 Market prices K1 Relative prices K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Statistical distributions K1 Distribution functions K1 Probability distributions K1 Gaussian distributions K1 Central tendencies K1 Weighted averages K1 Market equilibrium prices K1 Financial management K1 Financial risk K1 Investment risk JF Management Science VO 42 IS 2 SP 286 OP 293 LK http://dx.doi.org/https://www.jstor.org/stable/2633007 DO https://www.jstor.org/stable/2633007 SF ELIB - SuUB Bremen
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