The Capital Asset Pricing Model and the Investment Horizon
Comment
Bibliographic Data
| ID | 19317735 |
|---|---|
| Authors | Gabriel Hawawini (0009-0002-9092-8728), Gabriel A Hawawini, Ashok Vora |
| Year | 1981 |
| Volume | 63 |
| Issue | 4 |
| Pages | 633 |
| Publication date | 1981-11-01 |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Review of Economics and Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0034-6535 • E-ISSN: 1530-9142 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/1935864 |
| OpenAlex | W2045600975 |
| Language | EN |
In this comment to a paper by Levhari and Levy published in this journal on February 1977 we provide evidence that shows that their conclusion does not hold if one applies the model to a large sample of common stocks
Asset (computer security) · Capital asset pricing model · Consumption-based capital asset pricing model · Economics · Financial economics · Horizon · Investment (military) · Investment theory · Monetary economics · Computer Science · Financial Markets and Investment Strategies · Financial Reporting and Valuation Research · Mathematics · Monetary Policy and Economic Impact
| Highly cited | No |
|---|