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Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note

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  • Kwon, Young K

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  • Kwon, Young K, 1985. "Derivation of the Capital Asset Pricing Model without Normality or Quadratic Preference: A Note," Journal of Finance, American Finance Association, vol. 40(5), pages 1505-1509, December.
    • Handle: RePEc:bla:jfinan:v:40:y:1985:i:5:p:1505-09
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    Cited by:

    1. J. Austin Murphy, 1990. "Using The Capm As A General Framework For Asset Pricing Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 233-241, September.
    2. William L. Beedles, 1986. "Asymmetry in Australian Equity Returns," Australian Journal of Management, Australian School of Business, vol. 11(1), pages 1-12, June.
    3. Jamie Alcock & Petra Andrlikova, 2018. "Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 183-216, February.
    4. Claude Bergeron, 2021. "The three-factor model without a linear return generating process," Economics Bulletin, AccessEcon, vol. 41(3), pages 1763-1772.

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