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Studies in the Theory of Capital Markets. · Study

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ArticleStudies in the Theory of Capital Markets.

Robert C. Merton1973

Article1973

Studies in the Theory of Capital Markets.

Robert C. Merton · Michael C. Jensen

908 citations·0/0 files stored·Journal of money credit and banking

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Economic theories and models Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 908 citations exist upstream.

Cited by

1989Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data 1982Multivariate tests of financial models 1987Mean-Variance Spanning 2017Volatility‐Managed Portfolios 1988On the Contrarian Investment Strategy 1982On the exclusion of assets from tests of the two-parameter model 1989Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence 1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques

Details

Year1973

Typearticle

Published1973-05-01

VenueJournal of money credit and banking

ISSN-L0022-2879

Languageen

Citations908

Files0 public / 0

ShelfEconomic theories and models

Identifiers

doi10.2307/1991396

openalex_workW2000585652

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