The single vs. simultaneous equation model in capital asset pricing
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The single vs. simultaneous equation model in capital asset pricing
- by
- Lee, Cheng F; Vinso, Joseph D. joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
- Publication date
- 1978
- Publisher
- [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
- Collection
- university_of_illinois_urbana-champaign; americana
- Contributor
- University of Illinois Urbana-Champaign
- Language
- English
- Volume
- BEBR No. 492
Includes bibliographical references (leaves 23-25)
"In this paper, alternative capital asset pricing models (CAPM) are first reviewed and criticized. Then a new simultaneous equation CAPM is derived to take the essences of the existing capital asset pricing models into account. Some data are also used to show the usefulness of the new CAPM derived in this study."
"In this paper, alternative capital asset pricing models (CAPM) are first reviewed and criticized. Then a new simultaneous equation CAPM is derived to take the essences of the existing capital asset pricing models into account. Some data are also used to show the usefulness of the new CAPM derived in this study."
Notes
faded text throughout.
- Addeddate
- 2011-03-07 16:18:41
- Associated-names
- Vinso, Joseph D. joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
- Bookplateleaf
- 0004
- Call number
- 317537
- Camera
- Canon 5D
- External-identifier
- urn:oclc:record:1085084346
- Foldoutcount
- 0
- Identifier
- singlevssimultan492leec
- Identifier-ark
- ark:/13960/t25b0z33q
- Ocr
- ABBYY FineReader 8.0
- Openlibrary_edition
- OL24616018M
- Openlibrary_work
- OL15688080W
- Page-progression
- lr
- Pages
- 66
- Ppi
- 300
- Scandate
- 20110311150106
- Scanner
- scribe1.il.archive.org
- Scanningcenter
- il
- Worldcat (source edition)
- 5032912
- Full catalog record
- MARCXML
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