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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


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    题名: The Evolution of Capital Asset Pricing Models
    作者: 陳聖賢
    Shih, Yicheng
    Chen, Sheng-Syan
    Lee, Cheng-Few
    Chen, Po-Jung
    贡献者: 財管系
    关键词: CAPM;Asset pricing models;Modern capital market theory
    日期: 2014
    上传时间: 2018-06-11 16:55:19 (UTC+8)
    摘要: 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.
    關聯: Review of Quantitative Finance and Accounting, Vol.42, No.3, pp.415-448
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1007/s11156-013-0348-x
    DOI: 10.1007/s11156-013-0348-x
    显示于类别:[財務管理學系] 期刊論文

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