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| The CAPM Debate A working paper that describes the advantages and pitfalls of using the CAPM pricing model. | |
| Asset Pricing and Risk Management Lecture on using capital asset pricing model for risk management by Campbell Harvey of Duke University. | ||
| The Value Relevance of Dividends, Book Value, and Earnings The paper evaluates the value of dividends, book value, and earnings in determining equity pricing. | ||
| Separating Risk and Return in the CAPM: A General Utility-based Model The paper proposes a new utility function which captures trade-offs between return and a large body of risk measures as defined by popular risk-return models. This function forms the basis for an extension to the Capital Asset Pricing Model. | ||
| The Capital Asset Pricing Model Lecture slides from Professor Schwert of the University of Rochester, New York. | ||
| CAPM Calculator Enter three of four variables, and the CAPM calculator output will give the fourth. | ||
| CAPM Anomolies Lecture slides from Professor Schwert of the University of Rochester, New York. | ||
| The Capital Asset Pricing Model: Highlights Professor Giddy of NYU Stern School of Business discusses the CAPM. | ||
| MBA Ware.com: CAPM Offers business valuation software to automate the valuation process using a range of techniques including CAPM for capitalization or discount rates. | ||
| Risk Contributions and Performance Measurement Presentation of an adjustment to the Capital Asset Pricing Model. | ||
| An Introduction to Investment Theory Online textbook by William Goetzmann that introduces the foundations of investment decision-making such as risk vs. return, CAPM, beta, SML, APT, and more. | ||
| Revisiting the Capital Asset Pricing Model An interview with William Sharpe, one of the architects of the CAPM. | ||
| Testing the CAPM Lecture notes from Professor Schwert of the University of Rochester, New York. | ||
| Prices of the Market Portfolio in the CAPM With Incomplete Asset Markets A working paper by Chiaka Hari, which studies the effect of introducing assets to a portfolio affects the existing assets. | ||
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