Jan Mossin
1 paper in the Anchorcite directory, published in 1966, cited 4,972 times in total.
Research topics
- Financial Markets and Investment Strategies · 1 paper
- Economic theories and models · 1 paper
- Stochastic processes and financial applications · 1 paper
Papers
- Equilibrium in a Capital Asset MarketEconometrica · 1966 · 4,972 citations
This paper investigates the properties of a for risky assets on the basis of a simple model of general equilibrium of exchange, where individual investors seek to maximize preference functions over expected yield and variance of yield on their port-…
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