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      Portfolio Selection and Asset Pricing Models

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      Journal: The Journal of Finance
      Publisher: Wiley-Blackwell

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          Common risk factors in the returns on stocks and bonds

          Eugene Fama, Kenneth French (1993)
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            The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

            John Lintner (1965)
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              An Intertemporal Capital Asset Pricing Model

              ROBERT MERTON (1973)
              Article 0 comments Cited 452 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: The Journal of Finance
                Abbreviated Title: The Journal of Finance
                Publisher: Wiley-Blackwell
                ISSN: 00221082
                Publication date Created: February 2000
                Publication date (Print): February 2000
                Volume: 55
                Issue: 1
                Pages: 179-223
                Article
                DOI: 10.1111/0022-1082.00204
                SO-VID: 7fa18a66-f327-4830-a384-100fb4d9133e
                Copyright © © 2000
                License:

                http://doi.wiley.com/10.1002/tdm_license_1.1

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