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Books on the topic 'Capital Asset Pricing Model, CAPM'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Lewellen, Jonathan. The conditional CAPM does not explain asset-pricing anomalies. National Bureau of Economic Research, 2003.

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2

Jagannathan, Ravi. Do we need CAPM for capital budgeting? National Bureau of Economic Research, 2002.

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3

Soufian, Nasreen. Empirical content of Capital Asset Pricing Model (CAPM) and Arbitage Pricing Theory (APT) across time. Business School, 2001.

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4

Soufian, Nasreen. Empirical content of capital asset pricing model (CAPM) and arbitrage pricing theory (APT) across time. Manchester Metropolitan University, Business School, 2001.

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5

MacKinlay, Archie Craig. Multifactor models do not explain deviations from the CAPM. National Bureau of Economic Research, 1994.

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6

Lettau, Martin. Resurrecting the (c)CAPM: A cross-sectional test when risk premia are time-varying. Federal Reserve Bank of New York, 1999.

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7

Bezares, Fernando Gómez. Gestión de carteras: Eficienca, teoria de cartera, CAPM, APT. 2nd ed. Editorial Desclée de Brouwer, 2000.

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8

Fernández, Viviana. The international CAPM and a wavelet-based decomposition of value at risk. National Bureau of Economic Research, 2006.

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9

Kadiyala, K. R. Estimation of standard errors of empirical Bayes estimators in CAPM-type models. Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1988.

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10

Dumas, Bernard. A test of the international CAPM using business cycles indicators as instrumental variables. National Bureau of Economic Research, 1994.

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11

Engel, Charles. Tests of CAPM on an international portfolio of bonds and stocks. National Bureau of Economic Research, 1993.

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12

Cornioley, Claude. CAPM, périodicité de la prime de risque et anomalie de taille: Le cas suisse. Université de Fribourg (Suisse), Séminaire d'économie d'entreprise et de gestion financière, 1990.

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13

Jarvela, Jussi Sakari. The capital asset pricing model (CAPM) in theory and practice: evidence from the UK stock markets. Oxford Brookes University, 2001.

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14

Adrian, Tobias. Learning about beta: A new look at CAPM tests. Federal Reserve Bank of New York, 2004.

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15

Lewis, Karen K. Should the holding period matter for the intertemporal consumption-based CAPM? National Bureau of Economic Research, 1991.

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16

Weber, Gabriel. Eigenkapitalkosten ausgewa hlter Unternehmen auf Basis der modernen Kapitalmarkttheorie: Eine empirische Anwendung des CAPM fu r die Holz verarbeitende Industrie, Druckmaschinen- und Papierindustrie. Dt. Univ.-Verl., 2005.

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17

Jianping, Mei, and Liao Hsien-hsing, eds. Asset pricing. World Scientific, 2003.

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18

Löffler, Andreas. Capital Asset Pricing Model mit Konsumtion. Deutscher Universitätsverlag, 1996. http://dx.doi.org/10.1007/978-3-663-08303-0.

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19

Stahl, Raphael. Capital Asset Pricing Model und Alternativkalküle. Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-12025-2.

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20

Ma, Chenghu. Advanced asset pricing theory. Imperial College Press, 2011.

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21

Warfsmann, Jürgen. Das Capital Asset Pricing Model in Deutschland. Deutscher Universitätsverlag, 1993. http://dx.doi.org/10.1007/978-3-663-12006-3.

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22

Parmler, Johan. Essays in empirical asset pricing. Economic Research Institute, Stockholm School of Economics, 2005.

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23

Parmler, Johan. Essays in empirical asset pricing. Economic Research Institute, 2005.

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24

Hodrick, Robert J. An international dynamic asset pricing model. National Bureau of Economic Research, 1999.

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25

Acharya, Viral V. Asset pricing with liquidity risk. National Bureau of Economic Research, 2004.

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26

Acharya, Viral V. Asset pricing with liquidity risk. National Bureau of Economic Research, 2004.

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27

Schulz, Paul E. Financial asset pricing: Theory, global policy and dynamics. Nova Science Publishers, 2010.

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28

Campbell, John Y. Intertemporal asset pricing without consumption data. National Bureau of Economic Research, 1992.

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29

Epstein, Larry G. Intertemporal asset pricing under Knightian uncertainty. Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.

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30

Balduzzi, Pierluigi. Asset-pricing models and economic risk premia. Federal Reserve Bank of Atlanta, 2005.

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31

Vassiliou, P.-C. G. Discrete-time asset pricing models. ISTE Ltd/John Wiley & Sons, 2010.

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32

Levy, Haim. The capital asset pricing model in the 21st century: Analytical, empirical, and behavioral perspectives. Cambridge University Press, 2012.

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33

Altug, Sumru. Asset pricing for dynamic economies. Cambridge University Press, 2008.

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34

Altug, Sumru. Asset pricing for dynamic economies. Cambridge University Press, 2008.

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35

Duffie, Darrell. Asset pricing with stochastic differential utility. Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

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36

Bernd, Meyer. Intertemporal asset pricing: Evidence from Germany. Physica-Verlag, 1999.

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37

Shefrin, Hersh. A behavioral approach to asset pricing. Elsevier Academic Press, 2005.

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38

Lo, Andrew W. Trading volume: Implications of an intertemporal capital asset pricing model. National Bureau of Economic Research, 2001.

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39

Boldrin, Michele. Asset pricing lessons for modeling business cycles. National Bureau of Economic Research, 1995.

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40

Boldrin, Michele. Asset pricing lessons for modeling business cycles. National Bureau of Economic Research, 1995.

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41

Boldrin, Michele. Asset pricing lessons for modeling business cycles. Banca d'Italia, 1996.

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42

Boldrin, Michele. Asset pricing lessons for modeling business cycles. Banca d'Italia, 1996.

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43

Schulz, Paul E., Paul E. Schulz, and Barbara P. Hoffmann. Financial asset pricing: Theory, global policy and dynamics. Nova Science Publishers, 2010.

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44

Duffie, Darrell. Dynamic asset pricing theory. 2nd ed. Princeton University Press, 1996.

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45

Duffie, Darrell. Dynamic asset pricing theory. 3rd ed. Princeton University Press, 2001.

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46

Vassiliou, P.-C. G. Discrete-time asset pricing models. ISTE Ltd/John Wiley & Sons, 2010.

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47

Vassiliou, P.-C. G. Discrete-time asset pricing models. ISTE Ltd/John Wiley & Sons, 2010.

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48

Pástor, Lubos̆. Comparing asset pricing models: An investment perspective. National Bureau of Economic Research, 1999.

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49

Popanda, Arno. Multifactor Models Regarding Intertemporal Capital Asset Pricing Model (ICAPM) Assumptions on European and US Market Data. Advancing the Capital Asset Pricing Model (CAPM). GRIN Verlag GmbH, 2019.

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50

Shareholder Value und Capital Asset Pricing Modell (CAPM) im Überblick. GRIN Verlag GmbH, 2010.

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