Department of Combinatorics and Optimization, University of Waterloo, and Department of Economics, Faculty of Business Administration, Simon Fraser University. The research was supported by the Natural Science and Engineering Research Council of Canada, under Grants A8189 and A5449, and by a Leave Fellowship and a Grant from the Social Sciences and Humanities Research Council of Canada. We thank Michael Brennan, Nils Hakansson, and especially John Herzog and the referee for many stimulating discussions and valuable comments. We also thank Gregory Bell, Ken Collins, and Frederick Shen for their assistance. But, naturally, we are responsible for any errors.
Capital Asset Pricing Compatible with Observed Market Value Weights
Article first published online: 30 APR 2012
1985 The American Finance Association
The Journal of Finance
Volume 40, Issue 1, pages 85–103, March 1985
How to Cite
BEST, M. J. and GRAUER, R. R. (1985), Capital Asset Pricing Compatible with Observed Market Value Weights. The Journal of Finance, 40: 85–103. doi: 10.1111/j.1540-6261.1985.tb04938.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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