Multi factor asset pricing models

The Capital Asset Pricing Model: Beta and what else?

By Pham Ngoc Thach (VNP 20) Supervisor: Dr. Vo Hong Duc Abstract It has been 50 years since the first Capital Asset Pricing Model (CAPM) was developed by Sharpe (1964) and Lintner (1965). Similar to any other theory, CAPM has been facing with hundreds of critiques from theoreticians and empiricists. Recent evidences suggest that CAPM […]

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