Matches in SemOpenAlex for { <https://semopenalex.org/work/W1531567344> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W1531567344 endingPage "101" @default.
- W1531567344 startingPage "73" @default.
- W1531567344 abstract "We show assets can be classified into diversifiable risks and non-diversifiable risks based on aggregate endowment and spanning so that in equilibrium agents eliminate diversifiable risks which must have zero values. Consequently, the benchmark portfolio that represents a pricing operator should have only a non-diversifiable risk, aggregate endowment should earn a positive risk premium over a riskless asset, and, even in incomplete markets, there should be a pricing operator represented by a function of aggregate endowment if any asset mean-independent of aggregate endowment is diversifiable. These results apply to both the CAPM and a representative agent model." @default.
- W1531567344 created "2016-06-24" @default.
- W1531567344 creator A5044549130 @default.
- W1531567344 creator A5088921068 @default.
- W1531567344 date "1996-12-01" @default.
- W1531567344 modified "2023-09-24" @default.
- W1531567344 title "The Factor Space in Financial Markets" @default.
- W1531567344 hasPublicationYear "1996" @default.
- W1531567344 type Work @default.
- W1531567344 sameAs 1531567344 @default.
- W1531567344 citedByCount "2" @default.
- W1531567344 crossrefType "journal-article" @default.
- W1531567344 hasAuthorship W1531567344A5044549130 @default.
- W1531567344 hasAuthorship W1531567344A5088921068 @default.
- W1531567344 hasConcept C106159729 @default.
- W1531567344 hasConcept C109354906 @default.
- W1531567344 hasConcept C111472728 @default.
- W1531567344 hasConcept C138885662 @default.
- W1531567344 hasConcept C145197507 @default.
- W1531567344 hasConcept C149782125 @default.
- W1531567344 hasConcept C159985019 @default.
- W1531567344 hasConcept C162324750 @default.
- W1531567344 hasConcept C175444787 @default.
- W1531567344 hasConcept C181236170 @default.
- W1531567344 hasConcept C192562407 @default.
- W1531567344 hasConcept C38652104 @default.
- W1531567344 hasConcept C41008148 @default.
- W1531567344 hasConcept C4679612 @default.
- W1531567344 hasConcept C76178495 @default.
- W1531567344 hasConcept C80212096 @default.
- W1531567344 hasConceptScore W1531567344C106159729 @default.
- W1531567344 hasConceptScore W1531567344C109354906 @default.
- W1531567344 hasConceptScore W1531567344C111472728 @default.
- W1531567344 hasConceptScore W1531567344C138885662 @default.
- W1531567344 hasConceptScore W1531567344C145197507 @default.
- W1531567344 hasConceptScore W1531567344C149782125 @default.
- W1531567344 hasConceptScore W1531567344C159985019 @default.
- W1531567344 hasConceptScore W1531567344C162324750 @default.
- W1531567344 hasConceptScore W1531567344C175444787 @default.
- W1531567344 hasConceptScore W1531567344C181236170 @default.
- W1531567344 hasConceptScore W1531567344C192562407 @default.
- W1531567344 hasConceptScore W1531567344C38652104 @default.
- W1531567344 hasConceptScore W1531567344C41008148 @default.
- W1531567344 hasConceptScore W1531567344C4679612 @default.
- W1531567344 hasConceptScore W1531567344C76178495 @default.
- W1531567344 hasConceptScore W1531567344C80212096 @default.
- W1531567344 hasIssue "1" @default.
- W1531567344 hasLocation W15315673441 @default.
- W1531567344 hasOpenAccess W1531567344 @default.
- W1531567344 hasPrimaryLocation W15315673441 @default.
- W1531567344 hasRelatedWork W1486496362 @default.
- W1531567344 hasRelatedWork W154781488 @default.
- W1531567344 hasRelatedWork W157446938 @default.
- W1531567344 hasRelatedWork W1978753672 @default.
- W1531567344 hasRelatedWork W2094221711 @default.
- W1531567344 hasRelatedWork W2111662345 @default.
- W1531567344 hasRelatedWork W2151418896 @default.
- W1531567344 hasRelatedWork W2240751911 @default.
- W1531567344 hasRelatedWork W2476488433 @default.
- W1531567344 hasRelatedWork W2498522505 @default.
- W1531567344 hasRelatedWork W2919159671 @default.
- W1531567344 hasRelatedWork W2948525264 @default.
- W1531567344 hasRelatedWork W3122502458 @default.
- W1531567344 hasRelatedWork W3123115387 @default.
- W1531567344 hasRelatedWork W3123618112 @default.
- W1531567344 hasRelatedWork W3124324135 @default.
- W1531567344 hasRelatedWork W3125576091 @default.
- W1531567344 hasRelatedWork W3125828961 @default.
- W1531567344 hasRelatedWork W3145089599 @default.
- W1531567344 hasRelatedWork W2188057361 @default.
- W1531567344 hasVolume "2" @default.
- W1531567344 isParatext "false" @default.
- W1531567344 isRetracted "false" @default.
- W1531567344 magId "1531567344" @default.
- W1531567344 workType "article" @default.