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Valuation Under Uncertainty: The CAPM

Peter L. Bossaerts and Bernt Ødegaard
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Peter L. Bossaerts: California Institute of Technology, USA

Chapter 7 in Lectures on Corporate Finance, 2001, pp 53-66 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Asset Pricing TheoryPortfolio ReturnsThe Distinction Between Diversifiable and Nondiversifiable RiskThe Set of Efficient PortfoliosThe Possibility Set With a Risk Free SecurityThe Capital Asset Pricing ModelUsing CAPM for PricingUsing CAPM for Capital BudgetingEmpirical EvidenceExperimental EvidenceThe Arbitrage Pricing TheoryWhen the CAPM Would FailReferencesProblems

Keywords: Asset Pricing; Corporate Finance; Capital Budgeting; Derivatives Analysis; Risk; Equity; Debt; Present Value (search for similar items in EconPapers)
JEL-codes: G30 (search for similar items in EconPapers)
Date: 2001
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