Jack L. Treynor
- Toward a Theory of Market Value of Risky Assets
2012/01/02 by Jack L. Treynor · 387 citations
Economics, Econometrics and Finance · #Actuarial science #Business #Capital (architecture) #Capital asset pricing model #Capital market line #Cash flow #Economics #Expected return #Finance #Financial Markets and Investment Strategies #Financial economics #Investment (military) #Market portfolio #Modern portfolio theory #Portfolio #Position (finance) #Rate of return #Risk premium #Security market line #Stock market #Value (mathematics) #Value premium