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The arbitrage theory of capital asset pricing

19767,091 citationsJournal Article

Authors

Stephen A. Ross · University of Pennsylvania

Topics & Keywords

COVID-19 Pandemic Impacts Financial Markets and Investment Strategies Market Dynamics and Volatility

Publication Details

Published in: Journal of Economic Theory

Volume 13, Issue 3, pp. 341-360

DOI: 10.1016/0022-0531(76)90046-6

Field-Weighted Citation Impact: 70.37

The arbitrage theory of capital asset pricing | Researchclopedia