【作者(必填)】
Joseph L.McCauleyGemunu H.
【文题(必填)】
On CAPM and Black–Scholes differing risk-return strategies【年份(必填)】
Physica A: Statistical Mechanics and its Applications[size=0.7]Volume 329, Issues 1–2, 1 November 2003, Pages 170-177
【全文链接或数据库名称(选填)】
https://doi.org/10.1016/S0378-4371(03)00588-0
https://www.sciencedirect.com/science/article/pii/S0378437103005880