Grundy, Kevin; Malkiel, Burton G. - Griswold Center for Economic Policy Studies, Department … - 1995
For decades the Capital Asset Pricing Model (CAPM) has been held as an article of faith among financial economists. The model, usually attributed to 1990 Nobel Laureate William Sharpe (1964), was also developed by Fischer Black (1972), John Lintner (1965), Jan Mossin (1966), and Jack Treyor...
