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Capital Asset Prices With and Without Negative Holding

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Author Info

  • Sharpe, William F.

    (Stanford University)

Abstract

Prize Lecture to the memory of Alfred Nobel, December 7, 1990.

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File URL: http://nobelprize.org/nobel_prizes/economics/laureates/1990/sharpe-lecture.pdf
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Bibliographic Info

Paper provided by Nobel Prize Committee in its series Nobel Prize in Economics documents with number 1990-3.

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Length: 23 pages
Date of creation: 07 Dec 1990
Date of revision:
Handle: RePEc:ris:nobelp:1990_003

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Web page: http://www.nobelprize.org

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Keywords: Finance;

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References

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  1. Merton, Robert C, 1987. " A Simple Model of Capital Market Equilibrium with Incomplete Information," Journal of Finance, American Finance Association, vol. 42(3), pages 483-510, July.
  2. Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
  3. Glenn, David W, 1976. "Super Premium Security Prices and Optimal Corporate Financing Decisions," Journal of Finance, American Finance Association, vol. 31(2), pages 507-24, May.
  4. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
  5. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
  6. Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
  7. Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
  8. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-87, September.
  9. Rubinstein, Mark, 1974. "An aggregation theorem for securities markets," Journal of Financial Economics, Elsevier, vol. 1(3), pages 225-244, September.
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