Residual Risk Revisited
收藏NBER1986-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1908
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资源简介：
The Capital Asset Pricing Model in conjunction with the usual market model assumptions implies that well-diversified portfolios should be mean variance efficient and,hence, betas computed with respect to such indices should completely explain expected returns on individual assets. In fact, there is
提供机构：
美国国家经济研究局
创建时间：
1986-04-01
