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Multidimensional Security Pricing: A Correction

Published online by Cambridge University Press:  06 April 2009

C. Schweser
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Extract

In a recent article appearing in this journal [2] Jonathan Ingersoll developed a normative multidimensional security pricing model for the individual investor in which he corrected errors in an earlier attempt by William Jean [3] [4] [5] at developing such a model. The purpose of this correction is to clarify and correct certain parts of Ingersoll's correction of Jean's work.

Type
Research Article
Information
Journal of Financial and Quantitative Analysis , Volume 13 , Issue 1 , March 1978 , pp. 177 - 183
Copyright
Copyright © School of Business Administration, University of Washington 1978

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References

REFERENCES

[1]Arditti, Fred and Levy, Haim. “Distribution Moments and Equilibrium: A Comment.” Journal of Financial and Quantitative Analysis (01 1972), pp. 1429–1433.CrossRefGoogle Scholar
[2]Ingersoll, Jonathan. “Multidimensional Security Pricing.” Journal of Financial and Quantitative Analysis (12 1975), pp. 785–798.CrossRefGoogle Scholar
[3]Jean, William H. “The Extension of Portfolio Analysis to Three or More Parameters.” Journal of Financial and Quantitative Analysis (01 1971), pp. 505–515.CrossRefGoogle Scholar
[4]Jean, William H. “Distribution Moments and Equilibrium: SRply.” Journal of Financial and Quantitative Analysis (01 1972), pp. 1435–1437.CrossRefGoogle Scholar
[5]Jean, William H. “More on Multidimensional Portfolio Analysis.” Journal of Financial and Quantitative Analysis (06 1973), pp. 475–490.CrossRefGoogle Scholar