IDEAS home Printed from https://ideas.repec.org/a/eee/eecrev/v38y1994i3-4p913-922.html
   My bibliography  Save this article

Nontraded assets and the CAPM

Author

Listed:
  • Weil, Philippe

Abstract

No abstract is available for this item.

Suggested Citation

  • Weil, Philippe, 1994. "Nontraded assets and the CAPM," European Economic Review, Elsevier, vol. 38(3-4), pages 913-922, April.
  • Handle: RePEc:eee:eecrev:v:38:y:1994:i:3-4:p:913-922
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0014-2921(94)90127-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. C. Freeman & I. R. Davidson, 1999. "Estimating the equity premium," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 236-246.
    2. Vishal Gaur & Sridhar Seshadri & Marti G. Subrahmanyam, 2011. "Securitization and Real Investment in Incomplete Markets," Management Science, INFORMS, vol. 57(12), pages 2180-2196, December.
    3. Henderson, Vicky, 2005. "Explicit solutions to an optimal portfolio choice problem with stochastic income," Journal of Economic Dynamics and Control, Elsevier, vol. 29(7), pages 1237-1266, July.
    4. Munk, Claus, 2020. "A mean-variance benchmark for household portfolios over the life cycle," Journal of Banking & Finance, Elsevier, vol. 116(C).
    5. Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, April.
    6. Hur, Seok-Kyun & Chung, Chune Young, 2017. "Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market," Finance Research Letters, Elsevier, vol. 21(C), pages 241-248.
    7. Seok‐Kyun Hur & Chune Young Chung, 2019. "The Distribution Of Betas In Presence Of Nontraded Assets," Bulletin of Economic Research, Wiley Blackwell, vol. 71(1), pages 90-112, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:eecrev:v:38:y:1994:i:3-4:p:913-922. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eer .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.