The Interest Rate Under Capital Asset Pricing Theory
THE EXPECTED HOLDING PERIOD RETURN, UNCERTAINTY AND THE TERM STRUCTURE OF INTEREST RATES
- Faculty of Administrative Studies, The University of Manitoba. The basis of this paper is the author's Ph.D. dissertation which was completed at the University of Toronto in 1973. In this regard, the author has benefited from the comments of Professors Jack Carr, Paul Halpern and Greg Jump and is particularly indebted to Professor Myron Gordon.