Download This PaperUncertain Inflation, Systematic Risk, and the Capital Asset Pricing Model
6 Pages Posted: 24 Aug 2012
Date Written: 1978
Abstract
The Sharpe-Lintner two-parameter Capital Asset Pricing Model (CAPM) has been the basis for a extraordinary amount of theoretical and empirical work.
Suggested Citation: Suggested Citation
Lawler, Thomas, Uncertain Inflation, Systematic Risk, and the Capital Asset Pricing Model (1978). FRB Richmond Working Paper No. 78-2, February 1978, Available at SSRN: https://ssrn.com/abstract=2118835 or http://dx.doi.org/10.2139/ssrn.2118835
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