History of CAPM In the 1950s Harry Markowitz, creator of modern portfolio theory, established the groundwork for the capital asset pricing model.

Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and value risks beyond CAPM.

Reviewed by Thomas Brock Fact checked by Suzanne Kvilhaug CAPM: An Overview Many investors use the capital asset pricing model (CAPM) as a way to estimate the potential return of a stock or other ...

Philip H. Dybvig, Jonathan E. Ingersoll, Jr. The complete-markets model of Arrow and Debreu and the mean-variance capital asset pricing model (CAPM) are two paradigms of risky asset markets. This ...

In this paper we provide a summary of the capital asset pricing model (CAPM) and point out how it might possibly be used as a tool for strategic planning by corporations that own a portfolio of ...