The Capital Asset Pricing Model and the Market Model
- 31 January 1981
- journal article
- Published by With Intelligence LLC in The Journal of Portfolio Management
- Vol. 7 (2) , 5-16
- https://doi.org/10.3905/jpm.1981.408793
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- A reply to Mayers and Rice (1979)Journal of Financial Economics, 1979
- Measuring portfolio performance and the empirical content of asset pricing modelsJournal of Financial Economics, 1979
- The Current Status of the Capital Asset Pricing Model (CAPM)The Journal of Finance, 1978
- A critique of the asset pricing theory's tests Part I: On past and potential testability of the theoryJournal of Financial Economics, 1977
- Components of Investment PerformanceThe Journal of Finance, 1972
- The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security MarketsJournal of Financial and Quantitative Analysis, 1969
- A Simplified Model for Portfolio AnalysisManagement Science, 1963