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Работы, на которые ссылается эта работа

Работ: 26

Работа: The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

  1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

    William F. Sharpe

    Статья1964Цитирований: 18
    ABI

  2. Risk, Return, and Equilibrium: Empirical Tests

    Eugene F. Fama, James D. MacBeth

    Статья1973Цитирований: 7
    ABI

  3. Equilibrium in a Capital Asset Market

    Jan Mossin

    Статья1966Цитирований: 6
    ABI

  4. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

    William F. Sharpe

    Статья1964Цитирований: 6
    ABI

  5. On the exclusion of assets from tests of the two-parameter model

    Robert F. Stambaugh

    Статья1982Цитирований: 5
    ABI

  6. The Capital Asset Pricing Model: Some Empirical Tests

    Fischer Black, Michael C. Jensen, Myron S. Scholes

    Статья1972Цитирований: 5
    ABI

  7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle

    Статья1993Цитирований: 4
    ABI

  8. TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET

    Grigoris Michailidis, Stavros Tsopoglou, D Papanastasiou

    Статья2006Цитирований: 4
    ABI

  9. TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET

    Alina Lucia Trifan

    Статья2009Цитирований: 4
    ABI

  10. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

    John Lintner

    Глава1975Цитирований: 4
    ABI

  11. The Cross‐Section of Expected Stock Returns

    Eugene F. Fama, Kenneth R. French

    Статья1992Цитирований: 4
    ABI

  12. Без названия

    ДругоеЦитирований: 3
    ABI

  13. Multivariate tests of financial models

    Michael R. Gibbons

    Статья1982Цитирований: 2
    ABI

  14. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

    John Lintner

    Статья1965Цитирований: 2
    ABI

  15. Без названия

    ДругоеЦитирований: 1
    ABI

  16. Без названия

    ДругоеЦитирований: 1
    ABI

  17. Без названия

    ДругоеЦитирований: 1
    ABI

  18. Без названия

    ДругоеЦитирований: 1
    ABI

  19. Без названия

    ДругоеЦитирований: 1
    ABI

  20. Без названия

    ДругоеЦитирований: 1
    ABI

  21. Без названия

    ДругоеЦитирований: 1
    ABI

  22. Без названия

    ДругоеЦитирований: 1
    ABI

  23. Без названия

    ДругоеЦитирований: 1
    ABI

  24. Без названия

    ДругоеЦитирований: 1
    ABI

  25. Без названия

    ДругоеЦитирований: 1
    ABI