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
In-text: (Arnold, 2012)
Your Bibliography: Arnold, G., 2012. Corporate financial management. Harlow, England: Pearson.
In-text: (Brennan, 1970)
Your Bibliography: Brennan, M., 1970. Investor Taxes, Market Equilibrium and Corporation Finance. Ph.D. Massachusetts Institute of Technology.
In-text: (Fama and French, 2004)
Your Bibliography: Fama, E. and French, K., 2004. The Capital Asset Pricing Model: Theory and Evidence. SSRN Journal,.
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.
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.
In-text: (Gupta, 2003)
Your Bibliography: Gupta, A., 2003. Security market risk. New Delhi: Mittal.
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,.
In-text: (Markowitz, 1952)
Your Bibliography: Markowitz, H., 1952. PORTFOLIO SELECTION*. The Journal of Finance, 7(1), pp.77-91.
In-text: (MARKOWITZ, 1991)
Your Bibliography: MARKOWITZ, H., 1991. Foundations of Portfolio Theory. The Journal of Finance, 46(2), pp.469-477.
In-text: (Perold, 2004)
Your Bibliography: Perold, A., 2004. The Capital Asset Pricing Model. Journal of Economic Perspectives, 18(3), pp.3-24.
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.
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.
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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