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

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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 ...

By J. Fred Weston. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By M.J. Brennan. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By Gur Huberman and Zhenyu Wang. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By Toni M. Whited. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By Robert A. Becker. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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. ...

By Donald D. Hester. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By Kathryn M. E. Dominguez and Linda L. Tesar. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By Stephen F. LeRoy. From The New Palgrave Dictionary of Economics, Second Edition, 2008

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 ...

By W. Erwin Diewert and Paul Schreyer. From The New Palgrave Dictionary of Economics, Second Edition, 2008

10. arbitrage

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

By Philip H. Dybvig and Stephen A. Ross. From The New Palgrave Dictionary of Economics, Second Edition, 2008