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A NOTE ON THE MARKET MODEL AND THE TWO‐PARAMETER MODEL
Author(s) -
Fama Eugene F.
Publication year - 1973
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1973.tb01449.x
Subject(s) - citation , sharpe ratio , library science , mathematical economics , economics , computer science , financial economics , portfolio