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Investor tastes: Implications for asset pricing in the public debt market · Study

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ArticleInvestor tastes: Implications for asset pricing in the public debt market

Emily Shafron2018

OA

Articlegreen2018

Investor tastes: Implications for asset pricing in the public debt market

40 citations·0/0 files stored·Journal of Corporate Finance

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Islamic Finance and Banking Studies Financial Markets and Investment Strategies Credit Risk and Financial Regulations

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References

1976Theory of the firm: Managerial behavior, agency costs and ownership structure 2001Econometric Analysis of Cross Section and Panel Data 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 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.]1987A Simple Model of Capital Market Equilibrium with Incomplete Information

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Year2018

Typearticle

Published2018-09-05

VenueJournal of Corporate Finance

ISSN-L0929-1199

Languageen

Citations40

Files0 public / 0

ShelfIslamic Finance and Banking Studies

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doi10.1016/j.jcorpfin.2018.08.006

openalex_workW2890242015

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1966

Equilibrium in a Capital Asset Market

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