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|Title:||The single vs. simultaneous equation model in capital asset pricing / BEBR No. 492|
|Author(s):||Lee, Cheng F.; Vinso, Joseph D. joint author|
|Contributor(s):||University of Illinois at Urbana-Champaign. College of Commerce and Business Administration|
|Subject(s):||Capital assets pricing model.
|Publisher:||[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,|
|Series/Report:||Faculty working papers ; no. 492|
|Description:||Includes bibliographical references (leaves 23-25).
"In this paper, alternative capital asset pricing models (CAPM) are first reviewed and criticized. Then a new simultaneous equation CAPM is derived to take the essences of the existing capital asset pricing models into account. Some data are also used to show the usefulness of the new CAPM derived in this study."
|Rights Information:||Copyright 1978 Board of Trustees University of Illinois.|
|Date Available in IDEALS:||2011-09-15|
|Identifier in Online Catalog:||317537|
This item appears in the following Collection(s)
Research publications from the University of Illinois at Urbana-Champaign
Research Publications from UIUC