Chapter | Frontiers of Investment Analysis | 1971

Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios

by Michael Jensen

Keywords: Investment Portfolio; Risk and Uncertainty; Capital; Asset Pricing; Performance Evaluation;

Citation:

Jensen, Michael. "Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios." In Frontiers of Investment Analysis, edited by E. Bruce Fredrikson. International Textbook Company, 1971. (Previously published in Journal of Business, Vol. 42 (April, 1969))