Example: stock market
Search results with tag "Asset pricing model"
The Capital Asset Pricing Model: Theory and Evidence
mba.tuck.dartmouth.edu1 Although every asset pricing model is a capital asset pricing model, the finance profession reserves the acronym CAPM for the specific model of Sharpe (1964), Lintner (1965) and Black (1972) discussed here. Thus, throughout the paper we …
Alternative Risk Premia: What Do We Know? - …
www.thierry-roncalli.comAlternative Risk Premia: What Do We Know? equity space, the capital asset pricing model has been supplemented by a ve-factor model, which is based on size, value, momentum, low beta and quality risk factors.