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A test of the capital asset pricing model on European stock markets

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Author Info
Modigliani, Franco.
Pogue, G. A.

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File URL: http://hdl.handle.net/1721.1/1871
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Paper provided by Massachusetts Institute of Technology (MIT), Sloan School of Management in its series Working papers with number 667-73..

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Date of creation: 1973
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Handle: RePEc:mit:sloanp:1871

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Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA

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Keywords: HD28 .M414 no.667-; 73; Capital assets pricing model;

References listed on IDEAS
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  1. Friend, Irwin & Blume, Marshall E, 1970. "Measurement of Portfolio Performance Under Uncertainty," American Economic Review, American Economic Association, vol. 60(4), pages 561-75, September. [Downloadable!] (restricted)
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Cited by:
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  1. Dusan Isakov, 1999. "Is beta still alive? Conclusive evidence from the Swiss stock market," European Journal of Finance, Taylor and Francis Journals, vol. 5(3), pages 202-212, September. [Downloadable!] (restricted)
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