Publications
Publications
  • September 1973
  • Article
  • Econometrica

An Intertemporal Capital Asset Pricing Model

By: Robert C. Merton
  • Format:Print
  • | Pages:21
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Keywords

Capital; Assets

Citation

Merton, Robert C. "An Intertemporal Capital Asset Pricing Model." Econometrica 41, no. 5 (September 1973): 867–887. (Chapter 15 in Continuous-Time Finance.)

About The Author

Robert C. Merton

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