Capital Asset Pricing Model (CAPM)
William Sharpe
Financial Investments
Home
About me
The securities markets
Buying on margin
Short sales
Portfolio theory
Normal distribution
Risky asset + risk free asset
Portfolio of risky assets
Correlation effect
Correlation between asset returns
Diversification limits
Efficient frontier
Harry Markowitz
Capital Asset Pricing Model (CAPM)
CAPM - estimation
William Sharpe
Capital Asset Pricing Model (CAPM)
William Sharpe
William Sharpe
William Sharpe
Interesting links:
William F. Sharpe’s personal website
William F. Sharpe – Biographical notes | NobelPrize.org
William F. Sharpe – Interview | NobelPrize.org
CAPM - estimation
