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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.
Equations, Simultaneous.
Issue Date:1978
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:Faculty working papers ; no. 492
Type:Text
Language:English
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."
URI:http://hdl.handle.net/2142/26921
Rights Information:Copyright 1978 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:singlevssimultan492leec
http://www.archive.org/details/singlevssimultan492leec
Identifier in Online Catalog:317537
OCLC Identifier:(OCoLC)ocm05032912


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