Danh mục tham khảo Mô_hình_định_giá_tài_sản_vốn

  • Lintner, John (1965a). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, Review of Economics and Statistics, 47 (1), 13–37.
  • Lintner, John (1965b). Security Prices, Risk and Maximal Gains from Diversification, Journal of Finance, 20 (4), 587–615.
  • Mossin, Jan (1966). Equilibrium in a Capital Asset Market, Econometrica, 34 (4), 768–783.
  • Sharpe, William F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk, Journal of Finance, 19 (3), 425–442.
  • Treynor, Jack L. (1961). Market Value, Time, and Risk. Unpublished manuscript.
  • Treynor, Jack L. (1962). Toward a Theory of Market Value of Risky Assets. Unpublished manuscript. A final version was published in 1999, in Asset Pricing and Portfolio Performance: Models, Strategy and Performance Metrics. Robert A. Korajczyk (editor) London: Risk Books, pp. 15–22
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