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Capital asset pricing model
Known as:
CAPM
, 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…
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Related topics
Related topics
17 relations
Coherent risk measure
Consumption-based capital asset pricing model
Content format
Diversification (finance)
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2013
2013
A Robust Capital Asset Pricing Model
Doriana Ruffino
2013
Corpus ID: 31809471
We build a market equilibrium theory of asset prices under Knightian uncertainty. Adopting the mean-variance decisionmaking model…
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2011
2011
The Capital Asset Pricing Model’s Risk-Free Rate
Sandip Mukherji
2011
Corpus ID: 59394783
The risk-free rate is an important input in one of the most widely used finance models: the Capital Asset Pricing Model…
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2010
2010
Capital Asset Pricing Model: Beta and Size Tests
T. Manjunatha
2010
Corpus ID: 167155342
The tests on CAPM have been conducted to test intercept, beta and a number of risk factors. This study tests intercept, beta and…
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Highly Cited
2010
Highly Cited
2010
Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market
K. Choudhary
,
Sakshi Choudhary
2010
Corpus ID: 5817138
The present study examines the Capital Asset Pricing Model (CAPM) for the Indian stock market using monthly stock returns from…
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2008
2008
Bayesian outlier detection in Capital Asset Pricing Model
M. D. De Giuli
,
M. Maggi
,
C. Tarantola
2008
Corpus ID: 457957
We propose a novel Bayesian optimization procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric…
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2004
2004
The Capital Asset Pricing Model
André F. Perold
2004
Corpus ID: 261811002
The Capital Asset Pricing Model (CAPM) revolutionized modern finance. Developed in the early 1960s by William Sharpe, Jack…
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Highly Cited
2003
Highly Cited
2003
CAPM Over the Long-Run: 1926-2001
Joseph Chen
,
Andrew Ang
2003
Corpus ID: 15198852
A conditional one-factor model can account for the spread in the average returns of portfolios sorted by book-to-market ratios…
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2001
2001
EMPIRICAL TESTING OF CAPITAL ASSET PRICING MODEL
Vassilios P. Aggelidis
2001
Corpus ID: 154352012
The present study examines the CAPM in the Athens Stock Exchange (ASE) using the Black, Jensen and Scholes-BJS approach. Our…
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2000
2000
Robust estimation in Capital Asset Pricing Model
W. Wong
,
Guorui Bian
Advances in Decision Sciences
2000
Corpus ID: 436552
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coecients using a Cauchy-type g-prior…
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Review
2000
Review
2000
Capital Asset Pricing Model: Should We Stop Using It?
Valeed A. Ansari
2000
Corpus ID: 53655709
The Capital Asset Pricing Model (CAPM) predicts that expected returns on securities are a positive linear function of their…
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