Efficient portfolio choice with differential taxation of dividends and capital gains
暂无分享,去创建一个
[1] F. Black,et al. The Capital Asset Pricing Model: Some Empirical Tests , 2006 .
[2] Richard Roll,et al. A Critique of the Asset Pricing Theory''s Tests: Part I , 1977 .
[3] Fischer Black,et al. The effects of dividend yield and dividend policy on common stock prices and returns , 1974 .
[4] R. C. Merton,et al. An Analytic Derivation of the Efficient Portfolio Frontier , 1972, Journal of Financial and Quantitative Analysis.
[5] M. C. Jensen,et al. Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios , 1969 .
[6] W. Sharpe. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .
[7] M. C. Jensen. Capital Markets: Theory and Evidence , 1972 .
[8] F. Black. Capital Market Equilibrium with Restricted Borrowing , 1972 .
[9] Paul A. Samuelson,et al. A Complete Model of Warrant Pricing that Maximizes Utility , 1969 .