The market price of risk, size of market and investor's risk aversion J Lintner

马甲甲

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收藏 2016-06-22

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【全文链接或数据库名称(选填)】The market price of risk, size of market and investor's risk aversionJ Lintner - The Review of Economics and Statistics, 1970 - JSTOR
A PREVIOUS paper [9] developed a model of the structure of equilibrium prices for risk
assets in a purely competitive market in which a set of individually risk averse investors
optimize their respective portfolios of risk assets in terms of common expectations and risk ...
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