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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 measureConsumption-based capital asset pricing modelContent formatDiversification (finance)

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2017
Review
2017
Capital Asset Pricing Model – investigation and Testing
This paper aims to develop testing model based on logistic regression with three factors to investigate the equity premium… 
2017
2017
Capital Asset Pricing Model Through Quantile Regression: An Entropy Approach
This paper introduces the generalized maximum entropy(GME) approach, which was proposed by Golan, Judge and Miller in 1997 to… 
2016
2016
Islamic Capital Asset Pricing Model: A comparative analysis Islamic Capital Asset Pricing Model: Sebuah Analisis Perbandingan
Moslem investors often find dilemma about asset pricing while having investments in stock exchange. Conventional asset pricing… 
2016
2016
Weaknesses of the capital asset pricing model
This paper brings a synthetic summary of the most relevant parts of the capital asset pricing model, cites a few studies that… 
2013
2013
Capital Asset Pricing Model Based on Liquidity Risk
Based on the recent asset pricing theories,the pricing of risky asset with liquidity risk is studied in this paper.Firstly,the… 
2011
2011
A simplified Capital Asset Pricing Model
We consider a Black-Scholes market in which a number of stocks and an index are traded. The simplified Capital Asset Pricing… 
2011
2011
CAPITAL ASSET PRICING MODEL: THE CRITICISMS AND THE STATUS QUO
Despite the criticisms directed at the capital asset pricing model, the method of this model and the assumptions underlying it… 
Review
2000
Review
2000
The Capital Asset Pricing Model: A Review Of The Issues
The aim of this paper is to review the literature relating to the theoretical basis of the Capital Asset Pricing Model (CAPM… 
1997
1997
The capital-asset-pricing model and arbitrage pricing theory: A unification
We present a model of a financial market in which naive diversification, based simply on portfolio size and obtained as a… 
1978
1978
Capital-asset pricing model and utility equity returns
The capital-asset pricing model (CAPM) for establishing the return on equity for a utility is challenged on many grounds. Some… 
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