A unified beta pricing theory
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Publication:798244
DOI10.1016/0022-0531(84)90159-5zbMath0545.90009OpenAlexW2102277992MaRDI QIDQ798244
Publication date: 1984
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://eprints.maynoothuniversity.ie/5416/1/CG-Pricing-Theory.pdf
arbitrage pricingcompetitive equilibriumportfolio choiceidiosyncratic riskAsset pricingbeta pricing theorymutual fund separation theory
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