Name: Necessary Conditions for the CAPM
Creator: Berk, Jonathan B.
Keywords: expected utility maximization, capital asset pricing model, 0502 economics and business, 05 social sciences, 8. Economic growth, 1. No poverty, mean-variance maximization, Microeconomic theory (price theory and economic markets)

Necessary conditions for the CAPM

descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 1997 English Publisher:Elsevier BVJournal:Journal of Economic Theory, volume 73, pages 245-257 (issn: 0022-0531,

Authors: Berk, Jonathan B.;

doi: 10.1006/jeth.1996.2218

Necessary Conditions for the CAPM

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Abstract

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Related Organizations

University of Mary
United States
University of Washington
United States

Keywords

expected utility maximization, capital asset pricing model, mean-variance maximization, Microeconomic theory (price theory and economic markets)

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