## Search results

The results of your search are shown below. If you prefer, you may use the filter options to refine the list further, or search again.

Your search for "**capital asset pricing model**" over the article keywords returned
30 results.

### 1. Lintner, John Virgil (1916–1983)

Lintner was born in Lone Elm, Kansas. He received the Ph.D. at Harvard University in 1946, becoming a member of the faculty a year earlier. He remained ...

### 2. capital asset pricing model

Two general approaches to the problem of valuing assets under uncertainty may be distinguished. The first approach relies on arbitrage arguments of one ...

### 3. arbitrage pricing theory

Focusing on asset returns governed by a factor structure, the APT is a one-period model, in which preclusion of arbitrage over static portfolios of these ...

### 4. Scholes, Myron (born 1941)

Myron Scholes is best known for his contribution to the derivation of the widely used Black–Scholes option pricing formula. His contributions to financial ...

### 5. transversality condition

The transversality condition for an infinite horizon dynamic optimization problem is the boundary condition determining a solution to the problem's first-order ...

### 6. Markowitz, Harry Max (born 1927)

Harry M. Markowitz shared the 1990 Nobel Memorial Prize in Economics with Merton Miller and William Sharpe for their contributions to financial economics. ...

### 7. exchange rate exposure

Exchange rate exposure describes the influence of exchange rate movements on the value of a firm or sector of the economy. Exposure is typically measured ...

### 8. present value

The present value relation says that, under certainty, the value of a capital good or financial asset equals the summed discounted value of the stream ...

### 9. capital measurement

Capital measures provide an indicator of wealth and of capital services, the contribution of assets to production. The wealth stock is the market value ...

### 10. arbitrage

The absence of arbitrage is the unifying concept for much of finance. Absence of arbitrage is more general than equilibrium because it ...