The CAPM: Theoretical Validity, Empirical Intractability and Practical Applications
Author:
Affiliation:
1. Accounting at the University of New South Wales; Accounting and Finance; University of Western Australia
Publisher
Wiley
Subject
Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-6281.2012.00383.x/fullpdf
Reference33 articles.
1. Capital Market Equilibrium With Restricted Borrowing;Black;The Journal of Business,1972
2. The Econometrics of Financial Markets
3. The Capital Asset Pricing Model (CAPM): The History of a Failed Revolutionary Idea in Finance?;Dempsey;Abacus,2013
4. Diacogiannis , G. D. Feldman Linear Beta Pricing with Inefficient Benchmarks Working Paper, Australian School of Business, University of New South Wales 2011
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