Title

On Negligibility of Asset-Specific Risks at the Capital Market Equilibrium

Publication Type

Journal Article

Publication Date

12-1983

Abstract

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.

Discipline

Accounting

Research Areas

Financial Performance Analysis

Publication

Australian Economic Papers

Volume

22

Issue

41

First Page

477

Last Page

486

ISSN

0004-900X

Identifier

10.1111/j.1467-8454.1983.tb00439.x

Publisher

Wiley