History of CAPM In the 1950s Harry Markowitz, creator of modern portfolio theory, established the groundwork for the capital asset pricing model.

Reviewed by Thomas J. Catalano Fact checked by Ryan Eichler What Is the Capital Asset Pricing Model (CAPM)? Corporate accountants and financial analysts often use the capital asset pricing model (CAPM ...

The Capital Asset Pricing Model, commonly known as CAPM, is a financial model that calculates the expected return on an investment based on its risk compared to the broader market. Developed in ...

Re-Engineered CAPM Model: S&P 500 Real Price per Share, in US Dollars, January 1871 to December 2021 ...

Thomas H. Naylor, Francis Tapon, The Capital Asset Pricing Model: An Evaluation of Its Potential As a Strategic Planning Tool, Management Science, Vol. 28, No. 10 ...

This paper generalizes the risk-return relationship implied by the traditional capital asset pricing model with finite investment horizons. It examines the effect of heterogeneous investment horizons ...