Alternative CAPM Specifications

Author:

Kolari James W.,Pynnönen Seppo

Publisher

Springer International Publishing

Reference34 articles.

1. Adler, M., and D. Bernard. 1984. Exposure to currency risk: Definition and measurement. Financial Management 13: 41–50.

2. Black, F. 1972. Capital market equilibrium with restricted borrowing. Journal of Business 45: 444–454.

3. Black, F., M.C. Jensen, and M. Scholes. 1972. The capital asset pricing model: Some empirical tests. In Studies in the Theory of Capital Markets, ed. M.C. Jensen. New York, NY: Praeger.

4. Breeden, N.D. 1979. An intertemporal asset pricing model with stochastic consumption and investment opportunities. Journal of Financial Economics 7: 265–296.

5. Breeden, N.D., M.R. Gibbons, and R.H. Litzenberger. 1989. Empirical tests of the consumption-oriented CAPM. Journal of Finance 44: 231–262.

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