4

The Market Model and Capital Asset Pricing Theory: A Note

Year:
1983
Language:
english
File:
PDF, 160 KB
english, 1983
6

Notes on Multiperiod Valuation and the Pricing of Options: A Comment

Year:
1984
Language:
english
File:
PDF, 260 KB
english, 1984
9

Marketability of Assets and the Price of Risk

Year:
1979
Language:
english
File:
PDF, 606 KB
english, 1979
10

Risk Aversion and the Intertemporal Behavior of Asset Prices

Year:
1990
Language:
english
File:
PDF, 311 KB
english, 1990
12

A Multiperiod Equilibrium Asset Pricing Model

Year:
1978
Language:
english
File:
PDF, 544 KB
english, 1978