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The Hybrid Model and Related Approaches to Capital Market Equilibria · Study

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ChapterThe Hybrid Model and Related Approaches to Capital Market Equilibria

Günter Bamberg1986

Chapter1986

The Hybrid Model and Related Approaches to Capital Market Equilibria

Günter Bamberg

17 citations·0/0 files stored·Springer eBooks

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

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1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Behavior of Stock-Market Prices 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1958Liquidity Preference as Behavior Towards Risk 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

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Year1986

Typechapter

Published1986-01-01

VenueSpringer eBooks

Languageen

Citations17

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/978-3-642-70995-1_2

openalex_workW2210026664

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