Open AccessEvolution of the CAPM: From “Premium for Risk” to “Sharp-Linter-Black Model”
Author(s) -
Hüseyin Yılmaz
Publication year - 2022
Publication title -
journal of finance and accounting
Language(s) - English
Resource type - Journals
eISSN - 2333-8849
pISSN - 2333-8857
DOI - 10.12691/jfa-10-1-1
Subject(s) - capital asset pricing model , risk premium , economics , equity premium puzzle , econometrics , treynor ratio , financial economics , consumption based capital asset pricing model , portfolio , sharpe ratio