A New Model of Capital Asset Prices: Theory and Evidence by James W. Kolari (Eng
74,55 €
The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM) by 1990 Nobel Laureate William Sharpe and others. However, the number of factors proposed by authors has steadily increased into the hundreds over the past three decades.
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