Rigorous Treatment of CAPM Assumptions

Which Quantitative Finance journal shows the most skin? Which book has the prettiest illustrations?
Post Reply
olbi
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

Rigorous Treatment of CAPM Assumptions

Post by olbi »

This may sound rather basic but would anyone know of a paper that gives a rigorous (!) treatment of the CAPM assumptions?
User avatar
mj
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

Rigorous Treatment of CAPM Assumptions

Post by mj »

well, they're all false!
Quant Job Interview Questions and Answers now available on lulu and createspace: www.markjoshi.com
User avatar
ClopeMan
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

Rigorous Treatment of CAPM Assumptions

Post by ClopeMan »

lol Big Smile
twisted objective mind
olbi
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

Rigorous Treatment of CAPM Assumptions

Post by olbi »

LOL. True, mj, but I would like to include some good stuff in my report, something beyond the usual generalities...
Post Reply