OurBigBook Wikipedia Bot Documentation
The Capital Asset Pricing Model (CAPM) is a financial model used to determine the expected return on an investment based on its systematic risk, represented by beta (β). The model establishes a relationship between the expected return of a security and its risk in relation to the overall market. It was developed in the 1960s by economists William Sharpe, John Lintner, and Jan Mossin.

Ancestors (6)

  1. Financial risk modeling
  2. Actuarial science
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
  6. Home