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Capital asset pricing model

Finance and Business Economies Review, 2020
This study aims to identify the model of capital asset pricing (CAPM), which occupies a privileged positionin the stock market because it is one of the analysis tools that take into account the relationship betweenreturn and risk in securities and capital investments in general.
Rania Takouachet
openaire   +2 more sources

An Intertemporal Capital Asset Pricing Model

Econometrica, 1973
Summary: An intertemporal model for the capital market is deduced from the portfolio selection behavior by an arbitrary number of investors who act so as to maximize the expected utility of lifetime consumption and who can trade continuously in time.
R. C. Merton
openaire   +2 more sources

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