Chinese Journal of Management Science ›› 1997, Vol. ›› Issue (1): 52-56.
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Wang Zhihua, Zhu Jiang
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Abstract: In this paper, we consider capital asset pricing model in a framwork of incomplete asset markets, an extension of CAPM and a mutel-fund theorem are proved.
Key words: Financial asset, incomplete market, equilibrium CAPM, mutal-fund theorem
Wang Zhihua, Zhu Jiang. Capital Asset Pricing Model In Incomplete Financial Asset Markets[J]. Chinese Journal of Management Science, 1997, (1): 52-56.
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