Sangphill Kim

University of Massachusetts Lowell - Department of Finance

Associate Professor of Finance

One University Avenue

Lowell, MA 01854

United States

  • University of Massachusetts Lowell - Department of Finance

    • Email
    • Tel: (978) 934-2770
SCHOLARLY PAPERS

1

DOWNLOADS
Rank 49,540

SSRN RANKINGS

Top 49,540

in Total Papers Downloads

2,034

TOTAL CITATIONS

2

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

The CAPM and Beta in an Imperfect Market

Downloads 2,034 (16,258)
Citation 2

The CAPM and Beta in an Imperfect Market

Number of pages: 5 Posted: 07 Apr 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance
Downloads 2,034 (15,963)
Citation 2

Abstract:

Loading...

Arbitrage, Pricing Kernel, Market Efficiency Hypothesis, Rational Learning, Option Valuation, Risk-Neutral Density, GCAPM, CAPM, intermediaries, market portfolio, systematic risk

The CAPM and Beta in an Imperfect Market

Posted: 18 Jun 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance

Abstract:

Loading...

Arbitrage, Market Efficiency Hypothesis, GCAPM, CAPM, intermediaries, market portfolio, systematic risk