A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
- 1 March 1977
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 4 (2) , 129-176
- https://doi.org/10.1016/0304-405x(77)90009-5
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- Prediction of return with the minimum variance zero-beta portfolioJournal of Financial Economics, 1975
- Using the Capital Asset Pricing Model and the Market Model to Predict Security ReturnsJournal of Financial and Quantitative Analysis, 1974
- Long-Term Growth in a Short-Term MarketThe Journal of Finance, 1974
- Tests of the multiperiod two-parameter modelJournal of Financial Economics, 1974
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973
- Capital Markets: Theory and EvidenceThe Bell Journal of Economics and Management Science, 1972
- The Measurement of Market Similarity for Securities Under UncertaintyThe Journal of Business, 1970
- Risk Disposition and the Separation Property in Portfolio SelectionJournal of Financial and Quantitative Analysis, 1969
- Some New Stock-Market IndexesThe Journal of Business, 1966
- Nonnegative Square MatricesEconometrica, 1953