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Financial Analysts Journal
Volumn 61, Issue 5, 2005, Pages 17-30
Market efficiency: A theoretical distinction and so what?
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EID: 27744484816     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v61.n5.2752     Document Type: Review
Times cited : (56)
References (12)
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    • (1970) Journal of Finance , vol.25 , Issue.2 MAY , pp. 383-417
    • Fama, E.F.1
  • 3
    • 0004132473 scopus 로고    scopus 로고
    • Mineola, NY: Dover Publications
    • Franklin, Joel N. 2000. Matrix Theory. Mineola, NY: Dover Publications.
    • (2000) Matrix Theory
    • Franklin, J.N.1
  • 5
    • 27744453319 scopus 로고    scopus 로고
    • Forthcoming. "portfolio optimization with factors, scenarios, and realistic short positions"
    • -. Forthcoming. "Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions." Operations Research.
    • Operations Research
  • 6
    • 0003114587 scopus 로고
    • The valuation of risk assets and the selection of risky Investments in stock portfolios and capital budgets
    • Lintner, John. 1965. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." Review of Economics and Statistics, vol. 47, no. 1 (February):13-37.
    • (1965) Review of Economics and Statistics , vol.47 , Issue.1 FEBRUARY , pp. 13-37
    • Lintner, J.1
  • 8
    • 84970382878 scopus 로고
    • Risk adjustment
    • Winter/Spring
    • -. 1990. "Risk Adjustment." Journal of Accounting, Auditing and Finance, vol. 5 (Winter/Spring):213-225.
    • (1990) Journal of Accounting, Auditing and Finance , vol.5 , pp. 213-225
  • 10
    • 0039473752 scopus 로고
    • A critique of the asset pricing theory's tests, Part I: On past and potential testability of the theory
    • Roll, Richard. 1977. "A Critique of the Asset Pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory." Journal of Financial Economics, vol. 4, no. 2 (March):129-176.
    • (1977) Journal of Financial Economics , vol.4 , Issue.2 MARCH , pp. 129-176
    • Roll, R.1
  • 11
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
    • Sharpe, William F. 1964. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, vol. 14, no. 3 (September):425-441.
    • (1964) Journal of Finance , vol.14 , Issue.3 SEPTEMBER , pp. 425-441
    • Sharpe, W.F.1
  • 12
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    • Liquidity preference as behavior towards risk
    • Tobin, J. 1958. "Liquidity Preference as Behavior towards Risk." Review of Economic Studies, vol. 25, no. 2 (February):65-86.
    • (1958) Review of Economic Studies , vol.25 , Issue.2 FEBRUARY , pp. 65-86
    • Tobin, J.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.