Useful Articles

Jagannathan, Ravi and Ellen R. McGrattan, "The CAPM Debate," Federal Reserve Bank of Minneapolis Quarterly Review, Fall 1995, p. 2-17.

Haugen, Robert A., "Finance from a New Perspective," Financial Management, v. 25, no. 1, Spring 1996, p. 86-97.

Shanken, Jay and Clifford W. Smith, "Implications of Capital Market Research for Corporate Finance," Financial Management, v. 25, no. 1, Spring 1996, p. 98-104.

Jagannathan, Ravi and Zhenyu Wang, "The Conditional CAPM and the Cross-section of Expected Returns," The Journal of Finance, v. 15, no. 1, pp. 3-54.

Rosenberg, Barr, "The Capital Asset Pricing Model and the Market Model," Journal of Portfolio Management.

Sharpe, William F., "The Sharpe Ratio," Journal of Portfolio Management.


Go to P.V. Viswanath's Home Page

Go to the FIN 652 Home Page