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DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL · Study

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ArticleDURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL

George G. Kaufman1980

Article1980

DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL

George G. Kaufman

20 citations·0/0 files stored·The Journal of Financial Research

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1972Capital Market Equilibrium with Restricted Borrowing 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure 1973Studies in the Theory of Capital Markets.1975Multiperiod Consumption-Investment Decisions 2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*2003Capital Markets: Theory and Evidence 1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies

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Year1980

Typearticle

Published1980-03-01

VenueThe Journal of Financial Research

ISSN-L0270-2592

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1475-6803.1980.tb00032.x

openalex_workW2007395413

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