Timken Professor Emeritus of Finance, Stanford University Graduate School of Business and Chairman, William F. Sharpe Associates. I am particularly grateful for the detailed comments and suggestions on the contents of this lecture provided by Robert Litzenberger and Andre' Perold. Subsequent comments and suggestions by Haim Levy and Harry Markowitz are also gratefully acknowledged. My longer-term debt to colleagues in many places is also substantial; I particularly wish to thank those at Stanford University and at William F. Sharpe Associates for their contributions to my work over the years.
Capital Asset Prices with and without Negative Holdings
Article first published online: 30 APR 2012
1991 The American Finance Association
The Journal of Finance
Volume 46, Issue 2, pages 489–509, June 1991
How to Cite
SHARPE, W. F. (1991), Capital Asset Prices with and without Negative Holdings. The Journal of Finance, 46: 489–509. doi: 10.1111/j.1540-6261.1991.tb02671.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!