On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium
Examines an economic environment in which asset-specific risk components is not compensated at the capital market equilibrium. Capital asset pricing model; Asset allocation; Characterization of mean-variance model.
Financial Performance Analysis
Australian Economic Papers
KWON, Young Koan.
On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium. (1983). Australian Economic Papers. 22, (41), 477-486. Research Collection School Of Accountancy.
Available at: http://ink.library.smu.edu.sg/soa_research/590