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 |
|---|---|---|---|
| English | Some Results in the CAPM with Nontraded Endowments |
scientific article; zbMATH DE number 1085146 |
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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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