Discuss some of the early empirical tests of the CAPM: Black, Jensen and Scholes ( 1 9

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Discuss some of the early empirical tests of the CAPM:

Black, Jensen and Scholes

(1972)

Fama and MacBeth

(1973)

How is the Error in Variables problem overcome?

Describe what is meant by a two pass methodology

Posted Date: May 18, 2024 11:06 PM

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Discuss some of the early empirical tests of the CAPM: Black, Jensen and Scholes ( 1 9

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