Capital Asset Pricing Model (CAPM)
William Sharpe
Financial Investments
Home
About me
The securities markets
Order type execution
Buying on margin
Short sales
Margin accounts
Portfolio theory
The 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
Efficient market hypothesis
Derivatives
Payoffs
Basic Strategies
Portfolio of derivatives
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
Efficient market hypothesis
