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Heterogeneous Investment Horizon and Capital Asset pricing Model: Theory and Implications
Author(s) -
Lee Cheng F.,
Wu Chunchi,
Wei K.C. John
Publication year - 1987
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1987.tb01213.x
Subject(s) - capital asset pricing model , citation , horizon , investment (military) , mathematical economics , economics , financial economics , sociology , philosophy , library science , law , computer science , political science , mathematics , geometry , politics