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Multiperiod Portfolio Selection and Capital Asset Pricing

  • Wilhelm J
DOI: 10.1007/978-3-642-48782-8_33
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Abstract

… In section 5 a model of multiperiod capital asset pricing is formulated which throws new light on the structure of equilibrium prices: unlike … In (20) capital asset prices are descri~ed as discounted certainty equi- valents, where the interest rate on riskless assets is used to discount …

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APA

Wilhelm, J. (1980). Multiperiod Portfolio Selection and Capital Asset Pricing (pp. 487–510). https://doi.org/10.1007/978-3-642-48782-8_33

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