THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
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References (7)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 citations
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…
1975 • 7,346 citations
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
1964 • 7,201 citations
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
1965 • 7,112 citations
The arbitrage theory of capital asset pricing
1976 • 7,056 citations
Capital Market Equilibrium with Restricted Borrowing
1972 • 3,158 citations
A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
1973 • 510 citations