Graduate School of Industrial Administration, Carnegie-Mellon University. I have benefited from discussions with participants in workshops at Carnegie-Mellon, Minnesota, and Yale, and a session of the 1985 Western Finance Association Meetings. The comments of Scott Richard, Robert Haugen, Richard Roll, and two anonymous reviewers have been particularly useful. Any errors remain my own responsibility.
Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
Article first published online: 30 APR 2012
1986 The American Finance Association
The Journal of Finance
Volume 41, Issue 2, pages 295–312, June 1986
How to Cite
GREEN, R. C. (1986), Benchmark Portfolio Inefficiency and Deviations from the Security Market Line. The Journal of Finance, 41: 295–312. doi: 10.1111/j.1540-6261.1986.tb05037.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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