A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

Author:

Blume Marshall E.,Friend Irwin

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference13 articles.

1. Capital Market Equilibrium with Restricted Borrowing;Black;Journal of Business,1972

2. On the Assessment of Risk;Blume;Journal of Finance,1971

3. Portfolio Theory: A Step Towards Its Practical Application;Blume;Journal of Business,1970

4. Eugene F. Fama James D. MacBeth “Risk, Return and Equilibrium: Empirical Tests,” Graduate School of Business, University of Chicago

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