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Duration, Planning Period, And Tests Of The Capital Asset Pricing Model

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  • George G. Kaufman

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  • George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:1:p:1-9
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00032.x
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    4. Ang, James S. & Chua, Jess H., 1979. "Composite Measures for the Evaluation of Investment Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(2), pages 361-384, June.
    5. Smith, Keith V., 1978. "The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 313-332, June.
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    9. Bierwag, G. O. & Kaufman, George, 1978. "Bond Portfolio Strategy Simulations: A Critique," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(3), pages 519-525, September.
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    22. Hopewell, Michael H & Kaufman, George G, 1973. "Bond Price Volatility and Term to Maturity: A Generalized Respecification," American Economic Review, American Economic Association, vol. 63(4), pages 749-753, September.
    23. Bierwag, G O & Kaufman, George G, 1977. "Coping with the Risk of Interest-Rate Fluctuations: A Note," The Journal of Business, University of Chicago Press, vol. 50(3), pages 364-370, July.
    24. Bierwag, G. O., 1979. "Dynamic portfolio immunization policies," Journal of Banking & Finance, Elsevier, vol. 3(1), pages 23-41, April.
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    26. Levhari, David & Levy, Haim, 1977. "The Capital Asset Pricing Model and the Investment Horizon," The Review of Economics and Statistics, MIT Press, vol. 59(1), pages 92-104, February.
    27. Black, Fischer, 1972. "Capital Market Equilibrium with Restricted Borrowing," The Journal of Business, University of Chicago Press, vol. 45(3), pages 444-455, July.
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    Cited by:

    1. Richard M. Duvall & John M. Cheney, 1984. "Bond Beta And Default Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 243-254, September.
    2. Bernhard Schwetzler & Niklas Darijtschuk, 1999. "Performance deutscher Rentenfonds — Anmerkungen zu Theissen/Greifzu ZfbF 5/1998," Schmalenbach Journal of Business Research, Springer, vol. 51(9), pages 867-875, September.

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