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Investment Horizon and the Functional Form of the Capital Asset Pricing Model

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  • Lee, Cheng F

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  • Lee, Cheng F, 1976. "Investment Horizon and the Functional Form of the Capital Asset Pricing Model," The Review of Economics and Statistics, MIT Press, vol. 58(3), pages 356-363, August.
    • Handle: RePEc:tpr:restat:v:58:y:1976:i:3:p:356-63
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    Cited by:

    1. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
    2. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 415-448, April.
    3. Chaudhury, M. M. & Lee, C. F., 1997. "Functional form of stock return model: Some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 151-183.
    4. Rui-Xiang Zhai & Po-Hsin Ho & Chih-Yung Lin & Tran Thi Thuy Linh, 2023. "Bank CEO risk-taking incentives and bank lending quality," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 949-981, April.

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