Chapter | Studies in the Theory of Capital Markets | 1972

The Capital Asset Pricing Model: Some Empirical Tests

by Fischer Black, Michael C. Jensen and Myron Scholes

Keywords: Capital; Asset Pricing; Mathematical Methods;

Citation:

Black, Fischer, Michael C. Jensen, and Myron Scholes. "The Capital Asset Pricing Model: Some Empirical Tests." In Studies in the Theory of Capital Markets, edited by M. C. Jensen. New York: Praeger, 1972.