Epilogue (The Fundamental Theorems and the CAPM)

Robert Jarrow ()

Chapter Chapter 17 in Continuous-Time Asset Pricing Theory, 2021, pp 345-385 from Springer

Abstract: Abstract This chapter studies the static fundamental theorems of asset pricing and the CAPM for two reasons. First, because they are of historical interest. Second, because they highlight the advances and insights obtained from the dynamic models studied in this book. This chapter provides a new derivation of the static CAPM using the martingale approach.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-030-74410-6_17

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DOI: 10.1007/978-3-030-74410-6_17

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