Reviewed by Thomas Brock Fact checked by Suzanne Kvilhaug CAPM: An Overview Many investors use the capital asset pricing model (CAPM) as a way to estimate the potential return of a stock or other ...

This is a preview. Log in through your library . Abstract I use a Bayesian methodology developed by Pástor (2000) to examine the strength of the momentum effect first reported by Jegadeesh and Titman ...

This paper generalizes the risk-return relationship implied by the traditional capital asset pricing model with finite investment horizons. It examines the effect of heterogeneous investment horizons ...