[文献求助] Marketability of Assets and the Price of Risk R [推广有奖]

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马甲甲 发表于 2016-6-22 17:46:30 |AI写论文

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【全文链接或数据库名称(选填)】Marketability of Assets and the Price of RiskRC Stapleton, MG Subrahmanyam - Journal of Financial and Quantitative …, 1979 - JSTOR
One of the remarkable features of the mean-variance capital asset pricing model is its
robustness with respect to changes in assumption (Jensen [1]). An example of this property
is given by David Mayers [4], who shows that the structure of prices of mar? ketable assets ...
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