Capital asset pricing model

Known as: Capital Asset Price Model 
In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to… (More)
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Topic mentions per year

Topic mentions per year

1987-2018
010203019872018

Papers overview

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2008
2008
Using Shafer and Vovk’s game-theoretic framework for probability, we derive a capital asset pricing model from an efficient… (More)
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Highly Cited
2007
Highly Cited
2007
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
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2007
2007
Arrow-Debreu Existence Result Let K be a normed vector lattice with positive cone K+ (see Schaefer (1974)). We consider an Arrow… (More)
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Highly Cited
2004
Highly Cited
2004
T he capital asset pricing model (CAPM) of William Sharpe (1964) and John Lintner (1965) marks the birth of asset pricing theory… (More)
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2004
2004
The capital asset pricing model (CAPM) of William Sharpe (1964) and John Lintner (1965) marks the birth of asset pricing theory… (More)
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2004
2004
A fundamental question in finance is how the risk of an investment should affect its expected return. The Capital Asset Pricing… (More)
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2003
2003
History generally accords the development of the single-period, discrete-time Capital Asset Pricing Model (CAPM) to the works of… (More)
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2000
2000
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g… (More)
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1999
1999
  • 1999
Is Beta Dead?” (Wallace [1980]) and other recent articles have asked whether broad consequences, disastrous to modern investment… (More)
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1994
1994
A famous model in nancial theory is the Capital Asset Pricing Model (CAPM). In this paper we propose a two state CAPM in which we… (More)
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