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- Capital_asset_pricing_model abstract "In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk. The model takes into account the asset's sensitivity to non-diversifiable risk (also known as systematic risk or market risk), often represented by the quantity beta (β) in the financial industry, as well as the expected return of the market and the expected return of a theoretical risk-free asset. CAPM “suggests that an investor’s cost of equity capital is determined by beta.”The CAPM was introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965a,b) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the 1990 Nobel Memorial Prize in Economics for this contribution to the field of financial economics. Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume the existence of a riskless asset. This version was more robust against empirical testing and was influential in the widespread adoption of the CAPM.Despite its empirical flaws and the existence of more modern approaches to asset pricing and portfolio selection (such as arbitrage pricing theory and Merton's portfolio problem), the CAPM still remains popular due to its simplicity and utility in a variety of situations.".
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- Capital_asset_pricing_model wikiPageExternalLink frontier.html.
- Capital_asset_pricing_model wikiPageExternalLink www.hedgefundwriter.com.
- Capital_asset_pricing_model wikiPageExternalLink www.joim.com.
- Capital_asset_pricing_model wikiPageExternalLink www.joshuakennon.com.
- Capital_asset_pricing_model wikiPageExternalLink www.sherlockinvesting.com.
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- Capital_asset_pricing_model wikiPageRevisionID "606024654".
- Capital_asset_pricing_model hasPhotoCollection Capital_asset_pricing_model.
- Capital_asset_pricing_model subject Category:Finance_theories.
- Capital_asset_pricing_model subject Category:Financial_markets.
- Capital_asset_pricing_model subject Category:Mathematical_finance.
- Capital_asset_pricing_model subject Category:Portfolio_theories.
- Capital_asset_pricing_model type Abstraction100002137.
- Capital_asset_pricing_model type Act100030358.
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- Capital_asset_pricing_model type FinanceTheories.
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- Capital_asset_pricing_model type HigherCognitiveProcess105770664.
- Capital_asset_pricing_model type Market101097292.
- Capital_asset_pricing_model type PortfolioTheories.
- Capital_asset_pricing_model type Process105701363.
- Capital_asset_pricing_model type PsychologicalFeature100023100.
- Capital_asset_pricing_model type Theory105989479.
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- Capital_asset_pricing_model comment "In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well-diversified portfolio, given that asset's non-diversifiable risk.".
- Capital_asset_pricing_model label "CAPM".
- Capital_asset_pricing_model label "Capital Asset Pricing Model".
- Capital_asset_pricing_model label "Capital Asset Pricing Model".
- Capital_asset_pricing_model label "Capital asset pricing model".
- Capital_asset_pricing_model label "Capital asset pricing model".
- Capital_asset_pricing_model label "Capital asset pricing model".
- Capital_asset_pricing_model label "Modelo de precificação de ativos financeiros".
- Capital_asset_pricing_model label "Modelo de valoración de activos financieros".
- Capital_asset_pricing_model label "Modèle d'évaluation des actifs financiers".
- Capital_asset_pricing_model label "نموذج تقييم الأصول الرأسمالية".
- Capital_asset_pricing_model label "資本資産価格モデル".
- Capital_asset_pricing_model label "资本资产定价模型".
- Capital_asset_pricing_model sameAs CAPM.
- Capital_asset_pricing_model sameAs Capital_Asset_Pricing_Model.
- Capital_asset_pricing_model sameAs Υπόδειγμα_Αποτίμησης_Περιουσιακών_Στοιχείων_(CAPM).
- Capital_asset_pricing_model sameAs Modelo_de_valoración_de_activos_financieros.
- Capital_asset_pricing_model sameAs Modèle_d'évaluation_des_actifs_financiers.
- Capital_asset_pricing_model sameAs Capital_asset_pricing_model.
- Capital_asset_pricing_model sameAs 資本資産価格モデル.
- Capital_asset_pricing_model sameAs 자본자산_가격결정_모형.
- Capital_asset_pricing_model sameAs Capital_asset_pricing_model.
- Capital_asset_pricing_model sameAs Capital_Asset_Pricing_Model.
- Capital_asset_pricing_model sameAs Modelo_de_precificação_de_ativos_financeiros.
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- Capital_asset_pricing_model sameAs Capital_asset_pricing_model.
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- Capital_asset_pricing_model depiction CAPM-SML.svg.
- Capital_asset_pricing_model isPrimaryTopicOf Capital_asset_pricing_model.