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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2008

2008

- Vladimir Vovk, Glenn Shafer
- Int. J. Approx. Reasoning
- 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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2007

Highly Cited

2007

- R. C. Merton
- 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

- William R. Zame
- 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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2004

Highly Cited

2004

- Eugene F. Fama, Kenneth R. French
- 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

- Eugene F. Fama, Kenneth R. French, +11 authors Harry Markowitz
- 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

- André F. Perold, Jack Treynor, Harry Markowitz
- 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

- Craig French, Jack L. Treynor
- 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

- Wing-Keung Wong, Guorui Bian
- JAMDS
- 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

- Moshe Fridman
- 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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