---
title: "Capital asset pricing model (CAPM): formula and papers"
description: "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."
url: https://scholar4ai.com/equations/capital-asset-pricing-model-capm
markdown_url: https://scholar4ai.com/equations/capital-asset-pricing-model-capm.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Capital asset pricing model (CAPM)

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

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

- area: Asset pricing and risk
- 1 papers in the last 7 days
- Names searched for: capital asset pricing model, CAPM

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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).
- From Oct 2023 to Sep 2026, 57 archived papers mentioned Capital asset pricing model (CAPM) in their title, abstract or keywords, most of them in Sep 2026 (6).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 22 | 28 | 7 | 57 |

*Papers mentioning Capital asset pricing model (CAPM), newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm |
| 2026-10-15 | [Economic uncertainty and fertility cycles: baby boom and busts in twentieth century USA](https://doi.org/10.1007/s10887-026-09273-x) | [Journal of Economic Growth](https://scholar4ai.com/journals/journal-of-economic-growth.md) | Bastien Chabé-Ferret, Paula E. Gobbi | Luxembourg Institute of Socio-Economic Research; Middlesex University London; Université Libre de Bruxelles |
| 2026-10-14 | [Explaining the cross-section of Japanese equity returns using equi-correlation structures and component selection](https://doi.org/10.1016/j.iref.2026.105957) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Takayuki Morimoto, Yohji Akama, Yoshinori Kawasaki |  |
| 2026-10-10 | [The judgment-based approach to entrepreneurship: The uncertainty–heterogeneity nexus](https://doi.org/10.1016/j.jbusvent.2026.106660) | [Journal of Business Venturing](https://scholar4ai.com/journals/journal-of-business-venturing.md) | Nicolai J. Foss, Peter G. Klein, Carmen-Elena Dorobat et al. | Copenhagen Business School; Norwegian School of Economics; Baylor University; … |
| 2026-10-01 | [Realized Semi-coskewnesses and the Cross-section of Expected Stock Returns](https://doi.org/10.1016/j.jbankfin.2026.107848) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | Weiyi Liu, Huilin Zhou, Ronghua Luo et al. | Capital University of Economics and Business; Southwestern University of Finance and Economics; Australian National University |
| 2026-10-01 | [Corporate bond factor momentum](https://doi.org/10.1016/j.econlet.2026.113281) | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | Davide Sandretto | University of Turin |
| 2026-10-01 | [Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Viktor Manahov, Zihao Hou, Dimitrios Stafylas |  |
| 2026-10-01 | [CEO Inherited Altruism, Firm Corporate Social Responsibility, and Shareholder Returns](https://doi.org/10.1007/s10551-026-06475-6) | [Journal of Business Ethics](https://scholar4ai.com/journals/journal-of-business-ethics.md) | Miriam Marra, Jing Ruan, Lisa Schopohl et al. | ICMA Centre; University of Reading; KIMEP University; … |
| 2026-09-30 | [Research in memory of Professor William T. Ziemba](https://doi.org/10.1007/s10479-026-07391-8) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | Sébastien Lleo, Leonard C. MacLean | NEOMA Business School; Dalhousie University |
| 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |
| 2026-09-28 | [Finance at the intersection of academia and practice: from 1986 to 2026](https://doi.org/10.1007/s11408-026-00501-3) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | René M. Stulz | The Ohio State University |
| 2026-09-28 | [The financial transaction tax in Spain](https://doi.org/10.1016/j.intaccaudtax.2026.100792) | [Journal of International Accounting Auditing and Taxation](https://scholar4ai.com/journals/journal-of-international-accounting-auditing-and-taxation.md) | A-M. Fuertes, Marcos González-Fernández, M-D. Robles | City, University of London; City St George's, University of London; Universidad de León; … |
| 2026-09-28 | [Capital asset pricing model with size factor and normalizing by volatility index](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | Abraham Atsiwo, Andrey Sarantsev | University of Nevada, Reno |

## Cite this page

Scholar4AI. (2026). Capital asset pricing model (CAPM). Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/capital-asset-pricing-model-capm

```bibtex
@misc{scholar4ai-equations-capital-asset-pricing-model-capm,
  author = {{Scholar4AI}},
  title = {Capital asset pricing model (CAPM)},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/capital-asset-pricing-model-capm}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).