Associate Professor of Operations Research, University of Washington.
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Article first published online: 30 APR 2012
1964 The American Finance Association
The Journal of Finance
Volume 19, Issue 3, pages 425–442, September 1964
How to Cite
Sharpe, W. F. (1964), CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK. The Journal of Finance, 19: 425–442. doi: 10.1111/j.1540-6261.1964.tb02865.x
A great many people provided comments on early versions of this paper which led to major improvements in the exposition. In addition to the referees, who were most helpful, the author wishes to express his appreciation to Dr. Harry Markowitz of the RAND Corporation, Professor Jack Hirshleifer of the University of California at Los Angeles, and to Professors Yoram Barzel, George Brabb, Bruce Johnson, Walter Oi and R. Haney Scott of the University of Washington.
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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