IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v40y1985i5p1505-09.html
   My bibliography  Save this article

Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note

Author

Listed:
  • Kwon, Young K

Abstract

No abstract is available for this item.

Suggested Citation

  • Kwon, Young K, 1985. "Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note," Journal of Finance, American Finance Association, vol. 40(5), pages 1505-1509, December.
    • Handle: RePEc:bla:jfinan:v:40:y:1985:i:5:p:1505-09
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28198512%2940%3A5%3C1505%3ADOTCAP%3E2.0.CO%3B2-O&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    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. J. Austin Murphy, 1990. "Using The Capm As A General Framework For Asset Pricing Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 233-241, September.
    2. William L. Beedles, 1986. "Asymmetry in Australian Equity Returns," Australian Journal of Management, Australian School of Business, vol. 11(1), pages 1-12, June.
    3. Jamie Alcock & Petra Andrlikova, 2018. "Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 183-216, February.
    4. Paul Glasserman & Harry Mamaysky & Thierry Foucault, 2023. "Investor Information Choice with Macro and Micro Information," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(1), pages 1-52.
    5. Claude Bergeron, 2021. "The three-factor model without a linear return generating process," Economics Bulletin, AccessEcon, vol. 41(3), pages 1763-1772.

    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:bla:jfinan:v:40:y:1985:i:5:p:1505-09. 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: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    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.