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Capital market theory and the pricing of financial securities

In: Handbook of Monetary Economics

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  • Merton, Robert

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Suggested Citation

  • Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581, Elsevier.
    • Handle: RePEc:eee:monchp:1-11
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    Cited by:

    1. Malcolm Baker & Jeffrey Wurgler, 2000. "The Equity Share in New Issues and Aggregate Stock Returns," Journal of Finance, American Finance Association, vol. 55(5), pages 2219-2257, October.
    2. Bharat Ramaswami & Terry L. Roe, 2002. "Aggregation in area yield insurance:The linear additive model," Discussion Papers 02-08, Indian Statistical Institute, Delhi.
    3. Jean-Michel Courtault, 1992. "Les effets de substitution et de richesse de la théorie du portefeuille : une mise au point," Revue Économique, Programme National Persée, vol. 43(6), pages 983-1006.
    4. Robert C. Merton, 1993. "Optimal Investment Strategies for University Endowment Funds," NBER Chapters, in: Studies of Supply and Demand in Higher Education, pages 211-242, National Bureau of Economic Research, Inc.
    5. Ostdiek, Barbara, 1998. "The world ex ante risk premium: an empirical investigation," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 967-999, December.

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    JEL classification:

    • E0 - Macroeconomics and Monetary Economics - - General

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