Graduate School of Business, University of Chicago (Fama), and Yale School of Management (French). We acknowledge the helpful comments of Josef Lakonishok, René Stulz, and a referee.
The CAPM is Wanted, Dead or Alive
Version of Record online: 30 APR 2012
© 1996 the American Finance Association
The Journal of Finance
Volume 51, Issue 5, pages 1947–1958, December 1996
How to Cite
FAMA, E. F. and FRENCH, K. R. (1996), The CAPM is Wanted, Dead or Alive. The Journal of Finance, 51: 1947–1958. doi: 10.1111/j.1540-6261.1996.tb05233.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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