Editing Capital asset pricing model (section)

==Bibliography==
*Black, Fischer., Michael C. Jensen, and Myron Scholes (1972). ''The Capital Asset Pricing Model: Some Empirical Tests'', pp.&nbsp;79–121 in M. Jensen ed., Studies in the Theory of Capital Markets. New York: Praeger Publishers.
*{{cite journal | last1 = Black | first1 = F | year = 1972 | title = Capital market equilibrium with restricted borrowing | journal = J. Bus. | volume = 45 | issue = 3| pages = 444–455 | doi=10.1086/295472}}
* {{cite journal | last = Fama | first = Eugene F. | author-link = Eugene F. Fama | date = 1968 | title = Risk, Return and Equilibrium: Some Clarifying Comments | journal = Journal of Finance | volume = 23 | issue = 1 | pages = 29–40 | doi = 10.1111/j.1540-6261.1968.tb02996.x }}
*{{cite journal | last1 = Fama | first1 = Eugene F. | last2 = French | first2 = Kenneth | year = 1992 | title = The Cross-Section of Expected Stock Returns | doi = 10.1111/j.1540-6261.1992.tb04398.x | journal = Journal of Finance | volume = 47| issue = 2| pages = 427–466 | doi-access = free }}
*French, Craig W. (2003). ''The Treynor Capital Asset Pricing Model'', Journal of Investment Management, Vol. 1, No. 2, pp.&nbsp;60–72. Available at http://www.joim.com/
*French, Craig W. (2002). ''Jack Treynor's 'Toward a Theory of Market Value of Risky Assets''' (December). Available at http://ssrn.com/abstract=628187
* {{cite journal | last = Lintner | first = John | author-link = John Lintner | date =1965 | title = The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets | journal = Review of Economics and Statistics | volume =  47 |issue=1 | pages = 13–37 | doi = 10.2307/1924119 | jstor = 1924119 }}
* {{cite journal | last = Markowitz | first = Harry M. | author-link = Harry Markowitz | date = 1999 | title = The early history of portfolio theory: 1600–1960 | journal =  Financial Analysts Journal | volume =  55| issue =  4 | pages = 5–16 | doi = 10.2469/faj.v55.n4.2281 }}
* {{ cite book | last = Mehrling | first = Perry | author-link = Perry Mehrling | date = 2005 | title = Fischer Black and the Revolutionary Idea of Finance | location = Hoboken, NJ | publisher = John Wiley & Sons, Inc. }}
* {{cite journal | last = Mossin | first = Jan | author-link = Jan Mossin | date = 1966 | title = Equilibrium in a Capital Asset Market | journal = Econometrica | volume =  34| issue =  4 | pages = 768–783| doi = 10.2307/1910098 | jstor = 1910098 }}
*Ross, Stephen A. (1977). ''The Capital Asset Pricing Model (CAPM), Short-sale Restrictions and Related Issues'', Journal of Finance, 32 (177)
* {{ cite book | last = Rubinstein | first = Mark | author-link = Mark Rubinstein | date = 2006 | title = A History of the Theory of Investments | location = Hoboken, NJ | publisher = John Wiley & Sons, Inc.}}
* {{ cite journal | last = Sharpe | first = William F. | author-link = William F. Sharpe | date = 1964 | title = Capital asset prices: A theory of market equilibrium under conditions of risk | journal = Journal of Finance | volume =  19 |issue=3 | pages = 425–442 | doi=10.1111/j.1540-6261.1964.tb02865.x| hdl = 10.1111/j.1540-6261.1964.tb02865.x | s2cid = 36720630 | hdl-access = free }}
*Stone, Bernell K. (1970) Risk, Return, and Equilibrium: A General Single-Period Theory of Asset Selection and Capital-Market Equilibrium. Cambridge: MIT Press.
* {{cite journal | last = Tobin | first = James | author-link = James Tobin | date = 1958 | title = Liquidity Preference as Behavior towards Risk | journal = The Review of Economic Studies | volume = 25 | issue = 1 | pages = 65–86 | doi = 10.2307/2296205 | jstor = 2296205 | url = http://cowles.yale.edu/sites/default/files/files/pub/d00/d0014.pdf | access-date = 2019-12-12 | archive-date = 2020-11-27 | archive-url = https://web.archive.org/web/20201127103255/http://cowles.yale.edu/sites/default/files/files/pub/d00/d0014.pdf | url-status = dead }}
* {{ cite book | last=Treynor | first= Jack L. | author-link = Jack L. Treynor | title = Market Value, Time, and Risk | publisher = Unpublished manuscript | date = 8 August 1961 | volume = 95-209 }}
*Treynor, Jack L. (1962). ''Toward a Theory of Market Value of Risky Assets''. Unpublished manuscript. A final version was published in 1999, in Asset Pricing and Portfolio Performance: Models, Strategy and Performance Metrics. Robert A. Korajczyk (editor) London: Risk Books, pp.&nbsp;15–22.
* {{ cite journal | last = Mullins Jr.| first = David W. | author-link = David W. Mullins Jr. | title = Does the capital asset pricing model work? | journal = Harvard Business Review | date = January–February 1982 | pages = 105–113}}

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