Heterogeneous investment horizon and capital asset pricing model: Theory and implication

Cheng F. Lee, Chunchi Wu, K. C. John Wei

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	361-376
Journal	Journal of Financial and Quantitative Analysis
Volume	25
Issue number	3
Publication status	Published - 1990

Cite this

@article{f11e4a0ee4ee4b3dae03cb3eb12f3a45,

title = "Heterogeneous investment horizon and capital asset pricing model: Theory and implication",

author = "Lee, {Cheng F.} and Chunchi Wu and Wei, {K. C. John}",

year = "1990",

language = "English",

volume = "25",

pages = "361--376",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "3",

}