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The Current Status of the Capital Asset Pricing Model (CAPM)
0 references·16 citing·56 second hopsampled
The Current Status of the Capital Asset Pricing Model (CAPM) (1978)The Current Status of the Capital Asset P…The Capital Asset Pricing Model ( CAPM ): The History of a Failed Revolutionary Idea in Finance? 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  • 1987Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results199 cited
  • 1981Pareto Optimality and Competition120 cited
  • 2012The Capital Asset Pricing Model ( CAPM ): The History of a Failed Revolutionary Idea in Finance?114 cited
  • 2004A minimax portfolio selection strategy with equilibrium114 cited
  • 1985Multi-Beta CAPM or Equilibrium-APT?: A Reply113 cited
  • 1984Understanding futures markets88 cited
  • 1980Admissible uncertainty in the intertemporal asset pricing model82 cited
  • 1988The possibility and utility of positive accounting theory73 cited
  • 1988THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY64 cited
  • 1984Modeling Strategic Acquisition Policies: A Simulation of Executives' Acquisition Decisions60 cited
  • 1996Measuring risk in the mining sector with ARCH models with important observations on sample size55 cited
  • 1987Dispersion of Expectations and Trading Volume53 cited
  • 1985Some Tests of Linear Asset Pricing with Multivariate Normality53 cited
  • 1985STUDIES OF THE INFORMATION CONTENT OF QUALIFIED AUDIT REPORTS50 cited

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1997
Approaches to risk and uncertainty in the appraisal of new technology capital projects
48 cited
  • 1994Asymmetric Information and Keynesian Theories of Investment37 cited