Chapter | Studies in Risk and Return | 1977

A Reexamination of the Capital Asset Pricing Model

by Robert C. Merton

Keywords: Capital; Asset Pricing; Mathematical Methods;

Citation:

Merton, Robert C. "A Reexamination of the Capital Asset Pricing Model." In Studies in Risk and Return, edited by J. Bicksler and I. Friend. Cambridge, MA: Ballinger Publishing Company, 1977.