The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications

Cheng F. Lee; Chunchi Wu; K. C. John Wei

doi:10.2307/2330701

The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications

Journal of Financial and Quantitative Analysis ◽

10.2307/2330701 ◽

1990 ◽

Vol 25 (3) ◽

pp. 361 ◽

Cited By ~ 29

Author(s):

Cheng F. Lee ◽

Chunchi Wu ◽

K. C. John Wei

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Heterogeneous Investment Horizon and Capital Asset pricing Model: Theory and Implications

Financial Review ◽

10.1111/j.1540-6288.1987.tb01213.x ◽

1987 ◽

Vol 22 (3) ◽

pp. 79-79 ◽

Cited By ~ 2

Author(s):

Cheng F. Lee ◽

Chunchi Wu ◽

K.C. John Wei

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and the Investment Horizon: Comment

Review of Economics and Statistics ◽

10.2307/1935864 ◽

1981 ◽

Vol 63 (4) ◽

pp. 633 ◽

Cited By ~ 4

Author(s):

Gabriel A. Hawawini ◽

Ashok Vora

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model: Theory and Empiricism

The Economic Journal ◽

10.2307/2232170 ◽

1983 ◽

Vol 93 (369) ◽

pp. 145 ◽

Cited By ~ 34

Author(s):

Haim Levy

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and the Investment Horizon: Reply

Review of Economics and Statistics ◽

10.2307/1935865 ◽

1981 ◽

Vol 63 (4) ◽

pp. 637 ◽

Cited By ~ 3

Author(s):

David Levhari ◽

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.440920 ◽

2003 ◽

Cited By ~ 25

Author(s):

Eugene F. Fama ◽

Kenneth R. French

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Investment Horizon and the Functional Form of the Capital Asset Pricing Model

Review of Economics and Statistics ◽

10.2307/1924958 ◽

1976 ◽

Vol 58 (3) ◽

pp. 356 ◽

Cited By ~ 21

Author(s):

Cheng F. Lee

Keyword(s):

Asset Pricing ◽

Functional Form ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model and the Investment Horizon

Review of Economics and Statistics ◽

10.2307/1924908 ◽

1977 ◽

Vol 59 (1) ◽

pp. 92 ◽

Cited By ~ 119

Author(s):

David Levhari ◽

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model: Theory and Evidence

CFA Digest ◽

10.2469/dig.v35.n2.1671 ◽

2005 ◽

Vol 35 (2) ◽

pp. 49-51 ◽

Cited By ~ 1

Author(s):

Charles F. Peake

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Isaeli Experience

Journal of Financial and Quantitative Analysis ◽

10.2307/2330400 ◽

1980 ◽

Vol 15 (3) ◽

pp. 561 ◽

Cited By ~ 8

Author(s):

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Abstract--Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation

Journal of Financial and Quantitative Analysis ◽

10.2307/2330620 ◽

1975 ◽

Vol 10 (4) ◽

pp. 689

Author(s):

Cheng F. Lee

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Functional Form ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text