An asset-liability version of the capital asset pricing model with a multi-period two-fund theorem

Journal of Portfolio Management

Volumn 35, Issue 4, 2009, Pages 111-130

  Whitney, Duane ^a   Waring, M Barton ^b  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 69949131301     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/JPM.2009.35.4.111     Document Type: Article

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