论文信息 - Some Geometrical Characteristics of the Risk-Return Plane - 字舞流文

Some Geometrical Characteristics of the Risk-Return Plane

R. Knight | G. Barr | Graham D. Barr | Rory F. Knight

[1] J. Lintner. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS , 1965 .

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

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

[4] J. Mossin. EQUILIBRIUM IN A CAPITAL ASSET MARKET , 1966 .