A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory-Reference-Cited by-同舟云学术

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A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

Published:1977-03 Issue:2 Volume:4 Page:129-176
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Roll Richard

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference39 articles.

1. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972

2. The capital asset pricing model: Some empirical tests;Black,1972

3. A new look at the capital asset pricing model;Blume;Journal of Finance,1973

4. The structure of investor preference and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds;Cass;Journal of Economic Theory,1970

5. Non-negative square matrices;Debreu;Econometrica,1953

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