Concepedia

The CAPM and the Risk Appetite Index: Theoretical Differences, Empirical Similarities, and Implementation Problems

Marcello Pericoli, Massimo Sbracia

SSRN Electronic Journal · 2009 · 246 citations · 23 references

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Concepts

References

23

Risk, Return, and Equilibrium: Empirical Tests

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

, , +17

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

, , +12

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson, Kenneth J. Arrow · The Journal of Finance · 1972 · 4.1K citations

, , +10

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

, , +14

The Capital Asset Pricing Model: Some Empirical Tests

Fischer Black, Michael C. Jensen, Myron S. Scholes · 1972 · 2.7K citations

, , +15