The Capital Asset Pricing Model with Diverse Holding Periods

DOI10.1287/MNSC.38.11.1529MaRDI QIDQ4032485zbMATH OpenOpenAlexFDO

Authors Haim Levy, Paul A. Samuelson

Publication date 1 April 1993

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.38.11.1529

zbMATH Keywords

stochastic dominancecapital asset pricing modelportfolio rebalancingquadratic preferences

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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