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The Current Status of the Capital Asset Pricing Model (CAPM)

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  • Ross, Stephen A

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  • Ross, Stephen A, 1978. "The Current Status of the Capital Asset Pricing Model (CAPM)," Journal of Finance, American Finance Association, vol. 33(3), pages 885-901, June.
  • Handle: RePEc:bla:jfinan:v:33:y:1978:i:3:p:885-901
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    Cited by:

    1. McClain, Katherine T. & Humphreys, H. Brett & Boscan, Atahualpa, 1996. "Measuring risk in the mining sector with ARCH models with important observations on sample size," Journal of Empirical Finance, Elsevier, vol. 3(4), pages 369-391, December.
    2. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
    3. Burkhard Pedell, 2007. "Kapitalmarktbasierte Ermittlung des Kapitalkostensatzes für Zwecke der Entgeltregulierung," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 18(1), pages 35-60, April.
    4. Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
    5. Jeffrey A. Frankel & William T. Dickens, 1983. "Are Asset Demand Functions Determined by CAPM?," NBER Working Papers 1113, National Bureau of Economic Research, Inc.
    6. repec:eee:finana:v:51:y:2017:i:c:p:1-15 is not listed on IDEAS
    7. Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum.
    8. Nitzan Weiss, 1984. "Reply to a Paradigmatic Comment: Capital Markets, Output, and the Demand for Inputs under Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 10(1), pages 79-85, Jan-Mar.
    9. William J. Marshall & Jess B. Yawitz & Edward Greenberg, 1984. "Incentives for Diversification and the Structure of the Conglomerate Firm," NBER Working Papers 1280, National Bureau of Economic Research, Inc.
    10. Nisha Malhotra & Sumeet Gulati, 2010. "The Effects Of The 1996 U.S.-Canada Softwood Lumber Agreement On The Industrial Users Of Lumber: An Event Study," Contemporary Economic Policy, Western Economic Association International, vol. 28(2), pages 275-287, April.
    11. repec:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0033-4 is not listed on IDEAS
    12. Lefley, Frank, 1997. "Approaches to risk and uncertainty in the appraisal of new technology capital projects," International Journal of Production Economics, Elsevier, vol. 53(1), pages 21-33, November.
    13. Cosset, Jean-Claude & Lampron, Laurent, 1982. "Rentabilité, risque et diversification internationale des banques à charte canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 58(4), pages 477-492, décembre.

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