صفحه اصلی > All Journals > فصلنامه علمی- پژوهشی رنا> لیست شماره ها > Latest Articles > مقایسۀ تجربی هزینۀ دارایی‌ها برمبنای سرمایه و سیالیت



6422
Views
3
Downloads
40
Citations
Research Article

مقایسۀ تجربی هزینۀ دارایی‌ها برمبنای سرمایه و سیالیت

Mohammad Naim Azimi , ,
Received 28 Mar 2021, Accepted 05 Apr 2021, Published online 05 Apr 2021

insert_link https://research.ru.edu.af/da/doi/full/38/60604d27e6b9e/19



lock_outline Open access
  1. Aiyagari, Robert,  and M. G. (1991). Asset returns with transaction costs and uninsured individual risk. Journal of Monetary Economics, 27, 311–331.
  2. Breeden, D. T. (1979). An intertemporal asset pricing model with stochastic consumption and investment opportunities. Journal of Financial Economics, 7, 265–296.
  3. Cochrane, J. (1991). Production-based asset pricing and the link between stock returns and economic fluctuations. Journal of Finance, 46, 209–237.
  4. Cox, John, Jonathan Ingersoll,  and S. R. (1985). A theory of the term structure of interest rates. Econometrica, 53, 385–407.
  5. Cramp, A. B. (1992). Liquidity, in Peter Newman, Murray Milgate, and John Eatwell, eds.: The New Palgrave Dictionary of Money and Finance.
  6. Crane, D. (1973). Managing credit lines and commitments, Study prepared for the Trustees of the Banking Research Fund Association of Reserve City Bankers.
  7. Engle, Robert, Victor Ng,  and M. R. (1990). Asset pricing with a factor ARCH covariance structure: Empirical estimates for Treasury bills. Journal of Econometrics, 45, 213–237.
  8. Ghysels, Eric, Albert Harvey,  and E. R. (1996). Stochastic volatility, in G. S. Maddala and C. R. Rao, eds.: Handbook of Statistics, Vol. 14 (Amsterdam: North-Holland).
  9. Hansen, Lars,  and R. J. (1991). Implications of security market data for models of dynamic economies. Journal of Political Economy, 99, 225–262.
  10. Harrison, Michael J.,  and D. M. K. (1979). Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20, 381–408.
  11. Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics, 47, 13–37.
  12. Lucas, R. E. J. (1978). Asset prices in an exchange economy. Econometrica, 46, 1429–          1445.
  13. Mossin, J. (1966). Equilibrium in a capital asset market. Econometrica, 36, 768–783.
  14. Rubinstein, M. (1976). The valuation of uncertain income streams and the pricing of options. Bell Journal of Economics, 7, 407–425.
  15. Sharpe, W. F. (1964). A theory of market equilibrium under conditions of risk. Journal of Finance, 19, 425–442.
  16. Tirol, B. H. and J. (2001). LAPM: A Liquidity-Based Asset Pricing Model. The Journal of Finance, 5, 137–167.

Related articles



بررسی ابعاد حقوقی حملات پهپادهای آمریکا در مناطق مرزی پاکستان، افغانستان،

Abdul Wahid Alizada
فصلنامه علمی- پژوهشی رنا
Published online: 05 Apr 2021