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Security Pricing and Investment Criteria in Competitive Markets

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  • Mossin, Jan

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  • Mossin, Jan, 1969. "Security Pricing and Investment Criteria in Competitive Markets," American Economic Review, American Economic Association, vol. 59(5), pages 749-756, December.
    • Handle: RePEc:aea:aecrev:v:59:y:1969:i:5:p:749-56
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    Cited by:

    1. Caporin, Massimiliano & Lisi, Francesco, 2011. "Comparing and selecting performance measures using rank correlations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-34.
    2. Emhjellen, Magne & Alaouze, Chris M., 2002. "Project valuation when there are two cashflow streams," Energy Economics, Elsevier, vol. 24(5), pages 455-467, September.
    3. JÊrÆme B. Detemple & Piero Gottardi, 1998. "Aggregation, efficiency and mutual fund separation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 443-455.
    4. Sana Braiek & Rihab Bedoui & Lotfi Belkacem, 2022. "Islamic portfolio optimization under systemic risk: Vine Copula‐CoVaR based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1321-1339, January.
    5. Magni, Carlo Alberto, 2005. "Theoretical Flaws In The Use Of The Capm For Investment Decisions," MPRA Paper 6330, University Library of Munich, Germany, revised Nov 2007.
    6. Carlo Alberto Magni, 2007. "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 165-168.
    7. Geoffrey Shuetrim, 1998. "Systematic Risk Characteristics of Corporate Equity," RBA Research Discussion Papers rdp9802, Reserve Bank of Australia.
    8. Mohamed Jellal & François-Charles Wolff, 2005. "Free Entry under Uncertainty," Journal of Economics, Springer, vol. 85(1), pages 39-63, July.
    9. Babak Eftekhari & Christian Pedersen & Stephen Satchell, 2000. "On the volatility of measures of financial risk: an investigation using returns from European markets," The European Journal of Finance, Taylor & Francis Journals, vol. 6(1), pages 18-38.
    10. Carlo Alberto Magni, 2008. "CAPM‐based capital budgeting and nonadditivity," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 26(5), pages 388-398, August.
    11. Nitzan Weiss, 1983. "Leverage, Risk-Adjusted Discount Rate and Industry Equilibrium," The American Economist, Sage Publications, vol. 27(1), pages 5-12, March.
    12. Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021. "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-26, Abril - J.
    13. Pedersen, Christian S., 2000. "Separating risk and return in the CAPM: A general utility-based model," European Journal of Operational Research, Elsevier, vol. 123(3), pages 628-639, June.
    14. Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021. "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-26, Abril - J.
    15. Roland Pérez, 1971. "Décisions financières et valeur de l'entreprise. Deux approches néo-classiques alternatives," Revue Économique, Programme National Persée, vol. 22(5), pages 792-811.
    16. Magni, Carlo Alberto, 2009. "Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?," European Journal of Operational Research, Elsevier, vol. 192(2), pages 549-560, January.
    17. Magni, Carlo Alberto, 2007. "CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation," MPRA Paper 5468, University Library of Munich, Germany.
    18. Mościbrodzka Monika & Homa Magdalena, 2019. "The efficiency of an investing in investment funds in the context of a longevity," Journal of Economics and Management, Sciendo, vol. 38(4), pages 107-128, December.

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