The Capital Asset Pricing Model (CAPM)

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The Capital Asset Pricing Model (CAPM)

Introduction

In almost every economics textbook (Ben and Robert, 2001), economists

tend to argue: everything’s market price is determined by consumers’

demand and supply in the market, the intersection of which gives us

the long-term concept of ‘market equilibrium’. Although it sounds

straightforward, it is anything but easy in practice, especially when

the assets (like common stock) you are measuring associated with risk

and future uncertainties. Fortunately, economists and financial

analysts have developed plenty of theories to help us explain how the

risk for market assets can be appropriately measured in our life.

Capital Asset Pricing Model (‘CAPM’) is one of the most influential

and applicable models, which give good explanations and predictions of

‘market price for risk’. This essay is going to look at what the CAPM

really is, how it is derived and used, and will also see some

limitations of applying it in practice.

Assumptions

First of all, we have to make some assumptions here, as the CAPM is

developed in a hypothetical world, as written in the theory of

business finance (Archer and Ambrosio, 1970):

* Investors are risk-averse individuals who maximize the expected

utility of their end-period wealth.

* Investors are price takers and have homogeneous expectations about

asset returns that have a joint normal distribution.

* There exists a risk-free asset such that investors may borrow or

lend unlimited amounts at the risk free rate.

* The quantities of assets are fixed. Also, all assets are

marketable and perfectly divisible.

* Asset markets are frictionless and information is costless and

simultaneously available to all investors...

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...ies

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– 91 March.

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