CAPITAL ASSET PRICES: A THEORY OF EQUILIBRIUM UNDER CONDITIONS OF RISK

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SHARP W.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:1964 | Volume:19 | Issue:3 Page(s): 425-442

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Information Journal Paper

Title

CAPITAL ASSET PRICES: A THEORY OF EQUILIBRIUM UNDER CONDITIONS OF RISK

Author(s)

SHARP W. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ACCURACY OF PREDICTION MODELS OF CAPITAL ASSET PRICING MODEL AND BETA REWARD IN TEHRAN STOCK EXCHANGE
APPLICATION INVESTIGATION OF GENETIC-NELDER-MEAD HYBRIDIZED-HEURISTIC ALGORITHM IN PORTFOLIO OPTIMIZATION
THE DEVELOPMENT OF MARKOWITZ- SHARPE'S THEORY AND NEW EFFICIENT FRONTIER: THE CASE OF LARGE CEMENT CORPORATIONS IN TEHRAN STOCK EXCHANGE MARKET
GENERALIZING OF MARKOWITZ’S THEORY IN OPTIMIZING THE PORTFOLIO OF STOCKS

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APA: Copy

SHARP, W.. (1964). CAPITAL ASSET PRICES: A THEORY OF EQUILIBRIUM UNDER CONDITIONS OF RISK. JOURNAL OF FINANCE, 19(3), 425-442. SID. https://sid.ir/paper/588711/en

Vancouver: Copy

SHARP W.. CAPITAL ASSET PRICES: A THEORY OF EQUILIBRIUM UNDER CONDITIONS OF RISK. JOURNAL OF FINANCE[Internet]. 1964;19(3):425-442. Available from: https://sid.ir/paper/588711/en

IEEE: Copy

W. SHARP, “CAPITAL ASSET PRICES: A THEORY OF EQUILIBRIUM UNDER CONDITIONS OF RISK,” JOURNAL OF FINANCE, vol. 19, no. 3, pp. 425–442, 1964, [Online]. Available: https://sid.ir/paper/588711/en

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