The Capital Growth Model: An Empirical Investigation

James L. Bicksler and Edward O. Thorp

Journal of Financial and Quantitative Analysis, 1973, vol. 8, issue 2, 273-287

Abstract: Modern micro-capital theory offers three major alternative choice theoretic approaches from which a set of market equilibrium prices can be derived. These approaches are:1. Time-state preference theory of Arrow [1] and Debreu [6],2. The capital asset pricing model (hereafter CAPM) of Sharpe [34], Lintner [23], and Fama [7],3. The capital growth model of Kelly [16], Breiman [5], and Latané [17]

Date: 1973
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