What is the Capital Asset Pricing Model?

1990 Nobel laureate William F. Sharpe helped develop the CAPM; the most influential, debated and tested of all models in finance

Paul D. Kaplan 9 August, 2018 | 8:13AM

 

 

Paul Kaplan: I'm Paul Kaplan, research director at Morningstar Canada. In a previous video I looked back on one of the three laureates of the 1990 Nobel Prize in Economic Sciences, Harry Markowitz. Today I look back on the major contribution of one of the other 1990 Nobel laureates: William F. Sharpe.

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About Author

Paul D. Kaplan  Paul D. Kaplan, Ph.D., CFA, is director of research with Morningstar Canada.

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