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The Capital Asset Pricing Model: Theory and Empiricism · Study

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ArticleThe Capital Asset Pricing Model: Theory and Empiricism

Haim Levy1983

Article1983

The Capital Asset Pricing Model: Theory and Empiricism

61 citations·0/0 files stored·The Economic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio 1977THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES 1978NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

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2013The benefits of differential variance-based constraints in portfolio optimization 1985On commodity market risk premiums: Additional evidence 2008Portfolio selection subject to experts' judgments 2013International portfolio choice and political instability risk: A multi-objective approach 2011The Importance of Accounting Information in Portfolio Optimization 2012A New Asset Pricing Model Based on the Zero-Beta CAPM: Theory and Evidence 2007Conditions for a CAPM equilibrium with positive prices

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Year1983

Typearticle

Published1983-03-01

VenueThe Economic Journal

ISSN-L0013-0133

Languageen

Citations61

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2307/2232170

openalex_workW2072672714

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