Portfolio Management and the Capital Asset Pricing Model

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4419-9005-1_3 ◽

2004 ◽

pp. 41-77 ◽

Cited By ~ 1

Author(s):

Steven Roman

Keyword(s):

Asset Pricing ◽

Portfolio Management ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Gestión De Carteras Ii: Modelo De Valoración De Activos (Portfolio Management II: Capital Asset Pricing Model)

SSRN Electronic Journal ◽

10.2139/ssrn.2313393 ◽

2012 ◽

Cited By ~ 3

Author(s):

Juan Mascareñas

Keyword(s):

Asset Pricing ◽

Portfolio Management ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Multi-moment Method for Portfolio Management: Generalised Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets

Multi-moment Asset Allocation and Pricing Models ◽

10.1002/9781119201830.ch7 ◽

2015 ◽

pp. 166-193 ◽

Cited By ~ 2

Author(s):

Yannick Malevergne ◽

Didier Sornette

Keyword(s):

Asset Pricing ◽

Portfolio Management ◽

Moment Method ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets

SSRN Electronic Journal ◽

10.2139/ssrn.319544 ◽

2002 ◽

Cited By ~ 7

Author(s):

Yannick Malevergne ◽

Didier Sornette

Keyword(s):

Asset Pricing ◽

Portfolio Management ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Moments Method

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The Capital Asset Pricing Model and Market Microstructure

CFA Digest ◽

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Cited By ~ 1

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

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Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.477465 ◽

2002 ◽

Cited By ~ 3

Author(s):

Tom Arild Fearnley

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

International Capital ◽

Capital Asset ◽

Government Bonds ◽

Asset Pricing Model

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The Relationship of Bond Betas to Bond Returns and Agency Ratings with a Test of the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.903304 ◽

1976 ◽

Author(s):

Michael S. Rozeff

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Bond Returns ◽

Relationship Of ◽

The Relationship

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