论文信息 - Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio - 字舞流文

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

[1] Haim Levy,et al. The Capital Asset Pricing Model and the Investment Horizon: Reply , 1977 .

[2] J. Lintner. The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets , 1969, Journal of Financial and Quantitative Analysis.

[3] W. Sharpe. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .

[4] Harry M. Markowitz,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .

[5] J. Tobin. Liquidity Preference as Behavior towards Risk , 1958 .

[6] L. Jack,et al. TREYNOR, . Toward a Theory of Market Value of Risky Assets, Unpublished manuscript. , 1962 .