Some Results in the CAPM with Nontraded Endowments (Q4363596)
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scientific article; zbMATH DE number 1085146
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Some Results in the CAPM with Nontraded Endowments |
scientific article; zbMATH DE number 1085146 |
Statements
Some Results in the CAPM with Nontraded Endowments (English)
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12 November 1997
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capital asset pricing model
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incomplete markets
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mean-variance analysis
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positive security market line
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0.8752836585044861
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0.752887487411499
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0.7424126863479614
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