The arbitrage theory of capital asset pricing

Journal of Economic Theory

Volumn 13, Issue 3, 1976, Pages 341-360

  Ross, Stephen A ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49549135545     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/0022-0531(76)90046-6     Document Type: Article

References (16)

1. Capital market equilibrium with restricted borrowing
2. A new look at the capital asset pricing model
3. Rates of return on bonds and stocks, the market price of risk, and the costof capital
4. Preexisting contracts and temporary general equilibrium
5. Capital markets: theory and evidence
6. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
7. A reexamination of market and industry factors in stock price behavior
8. Risk aversion in the small and in the large
9. Comment on “Consumption and Portfolio Choices with Transaction Costs,”
10. Portfolio and capital market theory with arbitrary preferences and distributions—The general validity of the mean-variance approach in large markets
11. Return, risk and arbitrage
12. Capital asset prices: A theory of market equilibrium under conditions of risk