Frequently Asked Questions In Quantitative Finance

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Chapter 2: FAQs 57

References and Further Reading


Lintner, J 1965 The valuation of risk assets and the selection
of risky investments in stock portfolios and capital budgets.
Rev. of Econ. and Stats 47
Mossin, J 1966 Equilibrium in a Capital Asset Market.Econo-
metrica 34 768–783
Sharpe, WF 1964 Capital asset prices: A theory of market
equilibrium under conditions of risk.J. of Finance 19 (3)
425–442
Tobin, J 1958 Liquidity preference as behavior towards risk.
Rev. of Economic Studies 25
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