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Finance / Financial markets / Investment / Financial ratios / Capital asset pricing model / Beta / Cost of capital / Risk premium / Eugene Fama / Financial economics / Mathematical finance / Economics


Journal of Economic Perspectives—Volume 18, Number 3—Summer 2004 —Pages 25– 46 The Capital Asset Pricing Model: Theory and Evidence Eugene F. Fama and Kenneth R. French
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Document Date: 2004-12-16 11:28:51


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City

Hanover / /

Company

AMEX / Center for Research in Security Prices / The times / /

Country

United States / /

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Facility

Dartmouth College / University of Chicago / /

IndustryTerm

real estate / finance profession / early applications / /

Organization

Robert R. McCormick Distinguished Service / Graduate School / the University of Chicago / University of Chicago / Chicago / Dartmouth College / Tuck School of Business / /

Person

William Sharpe / Eugene F. Fama / John Lintner / Kenneth R. French / Harry Markowitz / /

Position

capital asset pricing model / Professor of Finance / Prime Minister / model / capital asset pricing model / the finance / specific model of Sharpe / /

ProvinceOrState

Illinois / New Hampshire / /

PublishedMedium

Journal of Economic Perspectives / /

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alpha / /

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