Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

By W. Sharpe. 2007

820 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/044879eab13a57c7a600aa7fa80d652194a835f1

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In Economics and Econometrics

1. Pei‐Fen Chen
2. Chien‐Chiang Lee
3. P. Muzindutsi
4. Lorraine Rupande
5. Hilary Tinotenda Muguto
6. Jhih-Hong Zeng
7. Russell Smyth *
8. Muhammad Shahbaz

Citations in the corpus

• Economic policy uncertainty and firm investment: evidence from the U.S. market (2019, background): “The key parameter βi measures the exposure of firm i to market risk, which 4CAPM originated from the idea of Markowitz’s (1952) portfolio allocation and was introduced by Treynor (1961, 1962), Sharpe (1964), Lintner (1965), and Mossin (1966).”
• Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange (2019, methodology): “It also implies that the traditional asset pricing models such as the capital asset pricing model (Linter, 1964; Sharpe, 1964) are replaced by behavioural asset pricing models (Statman, 2014).”