These are the sources and citations used to research Capital Asset Pricing Model, Pricing Portfolio. This bibliography was generated on Cite This For Me on

  • Book

    Arnold, G.

    Corporate financial management

    2012 - Pearson - Harlow, England

    In-text: (Arnold, 2012)

    Your Bibliography: Arnold, G., 2012. Corporate financial management. Harlow, England: Pearson.

  • Dissertation

    Brennan, M.

    Investor Taxes, Market Equilibrium and Corporation Finance

    1970

    In-text: (Brennan, 1970)

    Your Bibliography: Brennan, M., 1970. Investor Taxes, Market Equilibrium and Corporation Finance. Ph.D. Massachusetts Institute of Technology.

  • Journal

    Fama, E. F. and French, K. R.

    The Capital Asset Pricing Model: Theory and Evidence

    2004 - SSRN Journal

    In-text: (Fama and French, 2004)

    Your Bibliography: Fama, E. and French, K., 2004. The Capital Asset Pricing Model: Theory and Evidence. SSRN Journal,.

  • Journal

    FAMA, E. F. and FRENCH, K. R.

    Multifactor Explanations of Asset Pricing Anomalies

    1996 - The Journal of Finance

    In-text: (FAMA and FRENCH, 1996)

    Your Bibliography: FAMA, E. and FRENCH, K., 1996. Multifactor Explanations of Asset Pricing Anomalies. The Journal of Finance, 51(1), pp.55-84.

  • Journal

    FAMA, E. F. and FRENCH, K. R.

    The Value Premium and the CAPM

    2006 - J Finance

    In-text: (FAMA and FRENCH, 2006)

    Your Bibliography: FAMA, E. and FRENCH, K., 2006. The Value Premium and the CAPM. J Finance, 61(5), pp.2163-2185.

  • Book

    Gupta, A.

    Security market risk

    2003 - Mittal - New Delhi

    In-text: (Gupta, 2003)

    Your Bibliography: Gupta, A., 2003. Security market risk. New Delhi: Mittal.

  • Journal

    Jensen, M., Scholes, M. and Black, F.

    The Capital Asset Pricing Model: Some Empirical Tests

    1972 - Studies in the Theory of Capital Markets

    In-text: (Jensen, Scholes and Black, 1972)

    Your Bibliography: Jensen, M., Scholes, M. and Black, F., 1972. The Capital Asset Pricing Model: Some Empirical Tests. Studies in the Theory of Capital Markets,.

  • Journal

    Markowitz, H.

    PORTFOLIO SELECTION*

    1952 - The Journal of Finance

    In-text: (Markowitz, 1952)

    Your Bibliography: Markowitz, H., 1952. PORTFOLIO SELECTION*. The Journal of Finance, 7(1), pp.77-91.

  • Journal

    MARKOWITZ, H. M.

    Foundations of Portfolio Theory

    1991 - The Journal of Finance

    In-text: (MARKOWITZ, 1991)

    Your Bibliography: MARKOWITZ, H., 1991. Foundations of Portfolio Theory. The Journal of Finance, 46(2), pp.469-477.

  • Journal

    Perold, A. F.

    The Capital Asset Pricing Model

    2004 - Journal of Economic Perspectives

    In-text: (Perold, 2004)

    Your Bibliography: Perold, A., 2004. The Capital Asset Pricing Model. Journal of Economic Perspectives, 18(3), pp.3-24.

  • Journal

    Reinganum, M. R.

    A New Empirical Perspective on the CAPM

    1981 - The Journal of Financial and Quantitative Analysis

    In-text: (Reinganum, 1981)

    Your Bibliography: Reinganum, M., 1981. A New Empirical Perspective on the CAPM. The Journal of Financial and Quantitative Analysis, 16(4), p.439.

  • Journal

    Roll, R.

    A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

    1977 - Journal of Financial Economics

    In-text: (Roll, 1977)

    Your Bibliography: Roll, R., 1977. A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory. Journal of Financial Economics, 4(2), pp.129-176.

  • Newspaper

    Tassell, T.

    The time has come for CAPM to RIP

    2007 - Financial Times

    In-text: (Tassell, 2007)

    Your Bibliography: Tassell, T., 2007. The time has come for CAPM to RIP. Financial Times, p.24.

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