Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Asset pricing model
|
| gptkbp:assumes |
Investors are risk averse
Investors have homogeneous expectations Markets are frictionless |
| gptkbp:citation |
gptkb:Jan_Mossin
1966 Equilibrium in a Capital Asset Market |
| gptkbp:describes |
Equilibrium in capital markets
|
| gptkbp:field |
Economics
Finance |
| https://www.w3.org/2000/01/rdf-schema#label |
Mossin model
|
| gptkbp:influencedBy |
Sharpe-Lintner-Black CAPM
|
| gptkbp:proposedBy |
gptkb:Jan_Mossin
|
| gptkbp:publishedIn |
gptkb:Econometrica
|
| gptkbp:relatedTo |
gptkb:Capital_Asset_Pricing_Model
|
| gptkbp:yearProposed |
1966
|
| gptkbp:bfsParent |
gptkb:Jan_Mossin
|
| gptkbp:bfsLayer |
7
|