Article1978

Asset Characteristics and Systematic Risk

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

Abstract

statistical properties. We will also examine how changes in asset characteristics would change the value of the asset and its expected rate of return. The cash proceeds the owner of the asset expects to receive t periods from now can be expressed as

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1973The Pricing of Options and Corporate Liabilities 1976The option pricing model and the risk factor of stock 1971ON THE ASSESSMENT OF RISK 1975BETAS AND THEIR REGRESSION TENDENCIES 1977Risk-adjusted discount rates and capital budgeting under uncertainty 1978Beta as a Random Coefficient 1977CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS 1978Prices for State-Contingent Claims: Some Estimates and Applications

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