Open AccessThe Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications
Author(s) -
Cheng F. Lee,
Chunchi Wu,
K.C. John Wei
Publication year - 1990
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.2307/2330701
Subject(s) - capital asset pricing model , investment (military) , consumption based capital asset pricing model , economics , investment theory , horizon , asset (computer security) , financial economics , arbitrage pricing theory , capital (architecture) , microeconomics , computer science , mathematics , computer security , archaeology , politics , political science , law , history , geometry
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