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7.15: References and Attributions

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    References

    Black, F. (1972). Capital Market Equilibrium with Restricted Borrowing. Journal of Business, 45(3), pp. 444-54.

    Fama, E. F. and K. R. French (1992). The Cross-Section of Expected Stock Returns.
    Journal of Finance, 472, pp. 427-65.

    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(1), pp. 13-37.

    Sharpe,W. F. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, 19(3), pp. 423-42.

    Statman, M. (1987). How Many Stocks Make a Diversified Portfolio? Journal of Financial and Quantitative Analysis, 22(3), 353-363.

    Attributions

    GIF: Coin Flip posted to GIPHY by onceuponatwilight

    GIF: Diversification baskets posted to GIPHY by PWL Captial Inc.

    7.15: References and Attributions is shared under a not declared license and was authored, remixed, and/or curated by LibreTexts.

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