Asset Pricing

Alex Backwell
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Alex Backwell: University of Cape Town

Chapter 5 in An Intuitive Introduction to Finance and Derivatives, 2023, pp 37-49 from Springer

Abstract: Abstract Models of the investment market are considered, given that individual investors are competitively seeking optimal risk–return profiles. The famous Capital Asset Pricing Model and Single-Index Model are introduced, as well as extensions.

Keywords: CAPM; Market portfolio; Systemic and specific risk; Regression (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-23453-8_5

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DOI: 10.1007/978-3-031-23453-8_5

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