Updated: 30/04/2009 13:25
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| Capital Asset Pricing model (CAPM) | |
 Abstract:
Detailed article describing original Sharpe's (1963) capital asset pricing model.
The basic risk descritpion as well as underlying financial ideas are exposed and explained, as well as related implications for Risk management
prospects...
Authors:
Hayette GATFAOUI
JEL classification:
G11 G12
Keywords:
Expected return, Idiosyncratic Risk, Risk premium, Sharpe, Systematic risk
Download locations
Encyclopedia of Quantitative Finance (Wiley)
http://www.wiley.com//legacy/wileychi/eqf/index.html
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