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The Journal of Economic Perspectives
Article . 2004 . Peer-reviewed
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The Capital Asset Pricing Model

descriptionPublicationkeyboard_double_arrow_right Article 01 Aug 2004Publisher:American Economic AssociationJournal:Journal of Economic Perspectives, volume 18, pages 3-24 (issn: 0895-3309, Copyright policy )
Authors: André F. Perold;

doi: 10.1257/0895330042162340

The Capital Asset Pricing Model

Abstract

The Capital Asset Pricing Model (CAPM) revolutionized modern finance. Developed in the early 1960s by William Sharpe, Jack Treynor, John Lintner and Jan Mossin, the model provided the first coherent framework for relating the required return on an investment to the risk of that investment. This paper lays out the key ideas of the model, places its development in a historical context, and discusses its applications and enduring importance to the field of finance.

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
214
Top 1%
Top 1%
Top 10%
gold
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