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Arthur E. Gooding 《The Journal of Finance》1978,33(5):1401-1424
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Michael Theobald 《Journal of Business Finance & Accounting》1982,9(4):563-564
It is argued that Schnabel's econometric point, while correct, has no impact upon the theoretical objectives of the original paper and that the model developed there is still empirically plausible. 相似文献
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This paper demonstrates that, given the assumption that asset returns are generated by the linear market model, the same functional form for the capital asset pricing model can be derived via the simpler linear programming approach for the riskaverse, risk-neutral, and risk-loving market regimes. 相似文献
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