Work

An Asset–Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund Theorem

Year: 2009

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2009.35.4.111

Authors: M. Barton Waring, Duane Whitney

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2046112646

FWCI: 3.382

Cites: 36

Cited by: 31

Related to: 10