Building a CAPM That Works: What It Means for Today’s Markets
The capital asset pricing model (CAPM) is one of the marvels of 20th century economic scholarship. Indeed, its creators took home Nobel Prizes for their efforts, and its insights ...
capital asset pricing model
ESG Investing and the Popularity Asset Pricing Model (PAPM)
Thomas M. Idzorek, CFA, is the author of “Personalized Multiple Account Portfolio Optimization,” for the Financial Analysts Journal, and co-author of Popularity: A Bridge between ...
The Low-Volatility Factor and Occam’s Razor
Pim van Vliet, PhD, is the author of High Returns from Low Risk: A Remarkable Stock Market Paradox, with Jan de Koning. The low-volatility premium may be the most compelling ...
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