Czasopismo
1999
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nr 813 Inwestycje finansowe i ubezpieczenia w okresie transformacji polskiej gospodarki - tendencje światowe a rynek polski
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160--169
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
W pracy przedstawiono zarys historii rozwoju modeli rynków kapitałowych. Omówiono Model Markowitza i inne modele typu ryzyko-dochód a także modele równowagi rynków kapitałowych.
Rocznik
Strony
160--169
Opis fizyczny
Twórcy
autor
Bibliografia
- Arrow K.J. (1964): The Role of Securities in the Optimal Allocation of Risk-Bearing. "Review of Economic Studies" 31, 91-96 (wcześnej winternational Colloquium on Econometrics. (1952), Paris).
- Black F. (1972): Capital Market Equilibrium with Restricted Borrowing. "Journal of Business" 45, 444-454.
- Black F., Scholes M. (1970): Capital Market Equilibrium and the Pricing of Corporate Liabilities. Financial Note No 16c. Massachusetts Institute of Technology.
- Brennan M.J. (1971): Capital Market Equilibrium with Divergent Borrowing and Lending Rates. "Journal of Financial and Quantitative Analysis" 6, 1197-1205.
- Brennan M.J. (1973): Taxes, Market Valuation and Corporate Finance Policy. National Tax Journal.
- Chen A.H., Kim E.H., Kon S.J. (1975): Cash Demand, Liquidation Costs and Capital Market Equilibrium Under Uncertainty. Journal of Financial Economics.
- Chen N. (1983): Some Empirical Tests of Arbitrage Pricing. "Journal of Finance" 38, 1393-414.
- Chen N., Roll R., Ross S.A.(1986): Economic Forces and the Stock Market. Testing the APT and Alternative Pricing Theories. "Journal of Business" 59, 383-403.
- Debreu G. (1959): The Theory of Value. New York: Wiley&Sons Inc.
- Fama (1970): Multiperiod Consumption-Investment Decisions. "The American Economic Revie", 60, 163-417.
- Fama (1971): Risk and Return and Equilibrium. "Journal of Political Economy" 79. 30-55.
- Hakansson N. (1971): Capital Growth and the Mean-Variance Approach to Porfolio Selection. "Journal of Financial and Quantitative Analysis" 6.
- Kelly J. (1956): A New Interpretation of Information Rate. Bell System Technical Journal.
- King В. (1966): Market and Industry Factors on Stock Market Behavior. Journal of Business.
- Latane H. (1959): Criteria for Choice Among Risky Ventures. Journal of Political Economy.
- Lintner J. (1965): The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. Review of Economics and Statistics 47,13-37.
- Long J.B. Jr (1972): Consumption-Investment Decisions and Equilibrium in the Securities Markets. [w:] Jensen M.C.: Studies in the Theory of Capital Markets.
- Markowitz H.M. (1952): Portfolio Selection. "Journal of Finance" 7, 77-91.
- Mossin J. (1966): Equilibrium in a Capital Market. "Econometrica", 34, 768-83.
- Mossin J. (1968): Optimal Mutiperiod Portfolio Policies. "Journal of Business", 41.
- Ross S.A. (1976): The Arbitrage Theory of Capital Asset Pricing. "Journal of Economic Theory", 13, 341-60.
- Sharpe W.F. (1963): A Simplified Model for Portfolio Analysis. "Management Science" 19, 277-93.
- Sharpe W.F. (1964): Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. "Journal of Finance" 19,425-42.
- Tobin J. (1958): Liquidity Preference as Behavior Towards Risk. "The Review of Economic Studies" 26, 65-86.
- Tobin J (1965): The Theory of Portfolio Selection. Londyn.
- Treynor J. (1961): Toward a Theory of Market Value of Risky Assets, praca niepublikowana.
- Treynor J. (1965): How to Rate Management of Investment Funds. "Harvard Business Review", January 63-75.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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