Concepedia

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

Richard Roll

Journal of Financial Economics · 1977 · 3.1K citations · 33 references

DOI

Concepts

References

33

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

, , +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +17

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · The Journal of Finance · 1964 · 7.5K citations

, , +14

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

, , +14

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

, , +17