The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Year of publication: |
1990
|
---|---|
Authors: | Lee, Cheng F. |
Other Persons: | Wu, Chunchi (contributor) ; Wei, K. C. John (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 25.1990, 3, p. 361-376
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
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