Multidimensional Security Pricing: A Correction

C. Schweser

Journal of Financial and Quantitative Analysis, 1978, vol. 13, issue 1, 177-183

Abstract: 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.

Date: 1978
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