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The Market Model and Capital Asset Pricing Theory: A Note

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  • Stapleton, R C
  • Subrahmanyam, M G

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  • Stapleton, R C & Subrahmanyam, M G, 1983. " The Market Model and Capital Asset Pricing Theory: A Note," Journal of Finance, American Finance Association, vol. 38(5), pages 1637-1642, December.
  • Handle: RePEc:bla:jfinan:v:38:y:1983:i:5:p:1637-42
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    Cited by:

    1. Thomas A. Severini, 2016. "A nonparametric approach to measuring the sensitivity of an asset’s return to the market," Annals of Finance, Springer, vol. 12(2), pages 179-199, May.
    2. Steven Toms, 2014. "Accounting-based Risk Management and the Capital Asset Pricing Model: An Empirical Comparison," Australian Accounting Review, CPA Australia, vol. 24(2), pages 127-133, June.
    3. Ball, Ray & Kothari, S. P. & Shanken, Jay, 1995. "Problems in measuring portfolio performance An application to contrarian investment strategies," Journal of Financial Economics, Elsevier, vol. 38(1), pages 79-107, May.
    4. K. C. John Wei & Cheng F. Lee & Alice C. Lee, 1999. "Linear Conditional Expectation, Return Distributions, And Capital Asset Pricing Theories," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 471-487, December.
    5. Kwamie Dunbar, 2009. "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers 2009-04, University of Connecticut, Department of Economics.
    6. Nawalkha, Sanjay K., 1997. "A multibeta representation theorem for linear asset pricing theories," Journal of Financial Economics, Elsevier, vol. 46(3), pages 357-381, December.
    7. Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid, 2010. "Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese?
      [Is CAPMs characteristic, security-market line a straight one?]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 201-221.

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