International Journal

Risk, Return, and Equilibrium: Empirical Tests

Authors

Eugene F. Fama, James D. MacBeth

Journal

Journal of Political Economy

Year Published

1973

Publisher

University of Chicago Press

Citations

14174 citations

Type

Article

Language

EN

Topics & Concepts

Economics (0.74) Econometrics (0.63) Portfolio (0.61) Expected return (0.55) Capital asset pricing model (0.53)

Abstract

Risk, Return, and Equilibrium: Empirical Tests - Full text available via OpenAlex

Author Details

Eugene F. Fama

James D. MacBeth

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