Asset Pricing Theories Michael Rothschild. NBER Technical Working Paper This article compares two leading models of asset pricing: the capital asset pricing model.

starting with the capital asset pricing models of consumption-based asset pricing models is in a widely cited and influential paper, Lucas (1978) models.

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The capital asset pricing model (CAPM) generating expected returns for assets given the risk of those assets and calculating costs of capital.

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The capital asset pricing model, almost always referred to as the CAPM, is a centerpiece of modern financial economics. Capital Market Line (CML).

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