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政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 > Item 140.119/117539

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/117539

Title:	The Evolution of Capital Asset Pricing Models
Authors:	陳聖賢 Shih, Yicheng Chen, Sheng-Syan Lee, Cheng-Few Chen, Po-Jung
Contributors:	財管系
Keywords:	CAPM;Asset pricing models;Modern capital market theory
Date:	2014
Issue Date:	2018-06-11 16:55:19 (UTC+8)
Abstract:	The capital asset pricing models (CAPM) has been the benchmark of asset pricing models and has been used to calculate asset returns and the cost of capital for more than four decades. Many researchers have tried to relax the original assumptions and generalize the static CAPM. We survey the important alternative theoretical models of capital asset pricing and provide a complete review of the evolution of asset pricing models. We also discuss the interrelationships among these models and suggest several possible directions for future research. Our results might be used as a guideline for future theoretical and empirical research in capital asset pricing.
Relation:	Review of Quantitative Finance and Accounting, Vol.42, No.3, pp.415-448
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1007/s11156-013-0348-x
DOI:	10.1007/s11156-013-0348-x
Appears in Collections:	[財務管理學系] 期刊論文

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