Scholar4AI Updated 2026-10-26 12:13 UTC+09:00

Capital asset pricing model (CAPM)

area: Asset pricing and risk · 1 papers in the last 7 days

← Most-used equations and models

E[Ri]=Rf+βi(E[Rm]−Rf)

Expected return of an asset as the risk-free rate plus its market beta times the market risk premium.

LaTeX: E[R_i] = R_f + \beta_i\,(E[R_m] - R_f)

Names searched for: capital asset pricing model, CAPM

Key findings

  • Capital asset pricing model (CAPM) was mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #57 of the 104 equations and models mentioned.
  • By journal category: Finance (7), Economics (2), Management (2), Operations Research (1) and Accounting (1).
  • Most of them appeared in Financial markets and portfolio management (2), International Review of Economics & Finance (2) and Journal of Economic Growth (1).
  • Often mentioned together with Ordinary least squares (OLS) (6), Carhart four-factor model (4) and Fama-French three-factor model (3).
  • Datasets named in the same papers: S&P 500 (4), Refinitiv Datastream (3) and Economic Policy Uncertainty index (3).
Papers mentioning Capital asset pricing model (CAPM), newest first.
DateTitleJournalAuthorsAffiliations
2026-10-23From pixels to profits: trading arbitrage portfolios based on image representationsFinancial markets and portfolio managementNiklas PaluszkiewiczUniversität Ulm
2026-10-15Economic uncertainty and fertility cycles: baby boom and busts in twentieth century USAJournal of Economic GrowthBastien Chabé-Ferret, Paula E. GobbiLuxembourg Institute of Socio-Economic Research; Middlesex University London; Université Libre de Bruxelles
2026-10-14Explaining the cross-section of Japanese equity returns using equi-correlation structures and component selectionInternational Review of Economics & FinanceTakayuki Morimoto, Yohji Akama, Yoshinori Kawasaki
2026-10-10The judgment-based approach to entrepreneurship: The uncertainty–heterogeneity nexusJournal of Business VenturingNicolai J. Foss, Peter G. Klein, Carmen-Elena Dorobat et al.Copenhagen Business School; Norwegian School of Economics; Baylor University; …
2026-10-01Realized Semi-coskewnesses and the Cross-section of Expected Stock ReturnsJournal of Banking & FinanceWeiyi Liu, Huilin Zhou, Ronghua Luo et al.Capital University of Economics and Business; Southwestern University of Finance and Economics; Australian National University
2026-10-01Corporate bond factor momentumEconomics LettersDavide SandrettoUniversity of Turin
2026-10-01Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence modelsInternational Review of Economics & FinanceViktor Manahov, Zihao Hou, Dimitrios Stafylas
2026-10-01CEO Inherited Altruism, Firm Corporate Social Responsibility, and Shareholder ReturnsJournal of Business EthicsMiriam Marra, Jing Ruan, Lisa Schopohl et al.ICMA Centre; University of Reading; KIMEP University; …
2026-09-30Research in memory of Professor William T. ZiembaAnnals of Operations ResearchSébastien Lleo, Leonard C. MacLeanNEOMA Business School; Dalhousie University
2026-09-29The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPsResearch in International Business and FinanceBorja Amor Tapia, Paula Castro, María Teresa Tascón FernándezUniversidad de León
2026-09-28Finance at the intersection of academia and practice: from 1986 to 2026Financial markets and portfolio managementRené M. StulzThe Ohio State University
2026-09-28The financial transaction tax in SpainJournal of International Accounting Auditing and TaxationA-M. Fuertes, Marcos González-Fernández, M-D. RoblesCity, University of London; City St George's, University of London; Universidad de León; …
2026-09-28Capital asset pricing model with size factor and normalizing by volatility indexAnnals of FinanceAbraham Atsiwo, Andrey SarantsevUniversity of Nevada, Reno