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The CAPM is Alive and Well: A Review and Synthesis

  • Published:2010-01 Issue:1 Volume:16 Page:43-71
  • ISSN:1354-7798
  • Container-title:European Financial Management
  • language:en
  • Short-container-title:

Author:

Levy Haim

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Reference79 articles.

1. Le comportement de l’homme rationnel devant le risque: critique de postulats et axioms de l’ecole Americaine;Allais;Econometrica,1953

2. Testing conditional asset pricing models using a Markov chain Monte Carlo approach;Ammann;European Financial Management,2007

3. Portfolio efficiency analysis in three moments: the multi-period case;Arditti;Journal of Finance,1975

4. Portfolio choice and equilibrium in capital markets with safety-first investors;Arzac;Journal of Financial Economics,1977

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